+163.8%
MKSI vs FROG
+22.5%
+141.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.8% |
| 7D | +6.6% | -4.8% | +11.4% | +7.9% |
| 30D | -8.2% | -0.9% | -7.3% | -8.4% |
| 3M | -16.4% | +7.5% | -23.9% | -18.5% |
| 6M | +23.0% | +107.0% | -84.1% | -0.3% |
| YTD | +68.2% | +39.8% | +28.4% | +47.3% |
| 1Y | +148.6% | +74.8% | +73.8% | +101.6% |
| 3Y | +196.0% | +219.3% | -23.3% | +89.7% |
| 5Y | +87.4% | +133.0% | -45.6% | +18.1% |
| All | +163.8% | +22.5% | +141.3% | +70.8% |
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