+405.3%
MGY vs FROG
+21.7%
+383.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.4% |
| 7D | -0.9% | -5.5% | +4.6% | -0.4% |
| 30D | +10.1% | -3.1% | +13.2% | +10.2% |
| 3M | -1.5% | +1.2% | -2.7% | -2.2% |
| 6M | -4.9% | +113.7% | -118.6% | -13.0% |
| YTD | +27.7% | +38.9% | -11.2% | +21.2% |
| 1Y | +20.1% | +72.0% | -51.9% | +10.5% |
| 3Y | +24.9% | +217.1% | -192.2% | +4.6% |
| 5Y | +91.6% | +130.6% | -39.0% | +59.1% |
| All | +405.3% | +21.7% | +383.6% | +318.9% |
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