+194.7%
MO vs FROG
+55.2%
+139.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.7% |
| 7D | +0.4% | +48.2% | -47.8% | +1.6% |
| 30D | +8.9% | +11.4% | -2.5% | +9.5% |
| 3M | +23.0% | +28.5% | -5.6% | +24.1% |
| 6M | +15.0% | +63.7% | -48.8% | +16.5% |
| YTD | +41.7% | +77.1% | -35.4% | +44.1% |
| 1Y | +43.3% | +79.3% | -36.0% | +45.8% |
| 3Y | +143.2% | +323.8% | -180.6% | +148.9% |
| 5Y | +154.7% | +198.9% | -44.2% | +163.0% |
| All | +194.7% | +55.2% | +139.5% | +210.5% |
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