+156.1%
MO vs FROG
+24.4%
+131.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.4% |
| 7D | -1.0% | -2.2% | +1.2% | -1.1% |
| 30D | +5.8% | +3.0% | +2.8% | +5.9% |
| 3M | -4.5% | +10.3% | -14.8% | -4.2% |
| 6M | +5.7% | +116.7% | -111.0% | +6.9% |
| YTD | +23.1% | +41.9% | -18.8% | +24.2% |
| 1Y | +10.9% | +78.5% | -67.6% | +12.1% |
| 3Y | +96.1% | +224.1% | -128.0% | +99.0% |
| 5Y | +100.1% | +142.4% | -42.3% | +104.8% |
| All | +156.1% | +24.4% | +131.7% | +167.6% |
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