+57.8%
MAS vs FROG
+4.7%
+53.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -13.6% | +10.1% | -2.3% |
| 7D | +4.6% | -24.5% | +29.0% | +6.8% |
| 30D | +19.9% | -24.3% | +44.1% | +22.2% |
| 3M | +8.9% | -11.7% | +20.6% | +9.2% |
| 6M | +20.2% | +37.1% | -17.0% | +14.7% |
| YTD | +33.9% | +19.5% | +14.4% | +28.3% |
| 1Y | +34.7% | +61.8% | -27.1% | +23.7% |
| 3Y | +60.4% | +178.1% | -117.7% | +33.4% |
| 5Y | +43.5% | +91.2% | -47.8% | +16.8% |
| All | +57.8% | +4.7% | +53.1% | +30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling