+121.5%
MNST vs FROG
+45.3%
+76.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | -0.3% |
| 7D | -3.9% | +17.0% | -20.9% | -5.4% |
| 30D | +3.9% | +1.3% | +2.6% | +3.3% |
| 3M | -0.8% | +17.5% | -18.3% | -3.1% |
| 6M | +5.1% | +46.8% | -41.7% | -0.3% |
| YTD | +18.3% | +65.8% | -47.5% | +9.8% |
| 1Y | +29.5% | +61.0% | -31.5% | +20.4% |
| 3Y | +64.0% | +296.7% | -232.7% | +34.3% |
| 5Y | +97.2% | +177.8% | -80.7% | +61.3% |
| All | +121.5% | +45.3% | +76.2% | +83.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling