+96.8%
MNST vs FROG
+192.7%
-95.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.8% | -5.6% | -0.3% |
| 7D | -6.9% | +26.8% | -33.7% | -8.9% |
| 30D | +3.7% | +10.6% | -6.8% | +2.4% |
| 3M | -0.3% | +27.2% | -27.5% | -3.2% |
| 6M | +5.1% | +58.7% | -53.6% | -1.2% |
| YTD | +18.4% | +75.3% | -56.9% | +9.0% |
| 1Y | +26.3% | +71.1% | -44.8% | +16.5% |
| 3Y | +64.3% | +319.6% | -255.3% | +30.6% |
| 5Y | +96.8% | +195.7% | -98.8% | +64.2% |
| All | +96.8% | +192.7% | -95.8% | +64.2% |
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