+35.7%
MCO vs FROG
+207.6%
-171.9%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | 0.0% |
| 7D | +0.5% | +12.5% | -12.0% | -1.1% |
| 30D | +9.8% | +23.5% | -13.7% | +5.5% |
| 3M | +4.3% | +19.4% | -15.1% | +0.2% |
| 6M | +16.5% | +77.0% | -60.5% | +4.3% |
| YTD | +0.1% | +81.9% | -81.7% | -12.5% |
| 1Y | +4.4% | +90.7% | -86.2% | -9.7% |
| 3Y | +51.6% | +328.5% | -276.9% | +3.4% |
| All | +35.7% | +207.6% | -171.9% | -6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling