+157.0%
MKSI vs FROG
+83.7%
+73.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.3% | +7.6% | +4.7% |
| 7D | +1.8% | -11.3% | +13.1% | +3.3% |
| 30D | -16.8% | +3.6% | -20.4% | -17.1% |
| 3M | -21.1% | +1.7% | -22.8% | -21.6% |
| 6M | +10.8% | +123.5% | -112.7% | +3.7% |
| YTD | +63.3% | +40.2% | +23.1% | +59.9% |
| 1Y | +157.0% | +81.0% | +76.0% | +139.7% |
| All | +157.0% | +83.7% | +73.3% | +139.7% |
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