+84.3%
MKSI vs FROG
+136.9%
-52.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.7% | +2.6% |
| 7D | +2.7% | -0.5% | +3.2% | +2.8% |
| 30D | -12.8% | +1.3% | -14.1% | -13.6% |
| 3M | -22.5% | +11.1% | -33.6% | -25.5% |
| 6M | +19.4% | +108.3% | -88.9% | -6.6% |
| YTD | +67.7% | +39.6% | +28.1% | +43.9% |
| 1Y | +131.4% | +74.7% | +56.7% | +80.8% |
| 3Y | +197.3% | +224.1% | -26.8% | +68.6% |
| All | +84.3% | +136.9% | -52.6% | +6.4% |
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