+9.5%
MGY vs FROG
+83.7%
-74.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.4% | -2.8% | -5.2% |
| 7D | -12.1% | -14.1% | +2.0% | -12.1% |
| 30D | -2.6% | -11.8% | +9.1% | -2.6% |
| 3M | -4.2% | +0.1% | -4.4% | -4.1% |
| 6M | -23.9% | +64.2% | -88.1% | -24.1% |
| YTD | +8.8% | +38.2% | -29.4% | +9.0% |
| 1Y | +9.5% | +85.4% | -75.9% | +6.1% |
| All | +9.5% | +83.7% | -74.2% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling