+67.5%
MAS vs FROG
+219.8%
-152.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.4% | +8.1% | +5.7% |
| 7D | +14.2% | -14.1% | +28.2% | +14.8% |
| 30D | +26.8% | -11.8% | +38.6% | +27.3% |
| 3M | +13.1% | +0.1% | +13.0% | +12.6% |
| 6M | +27.9% | +64.2% | -36.3% | +23.2% |
| YTD | +38.7% | +38.2% | +0.4% | +34.4% |
| 1Y | +40.4% | +85.4% | -45.0% | +31.4% |
| All | +67.5% | +219.8% | -152.3% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FROG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling