+149.7%
MO vs FROG
+176.7%
-27.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | +0.6% |
| 7D | -0.8% | +17.0% | -17.8% | 0.0% |
| 30D | +6.5% | +1.3% | +5.2% | +7.0% |
| 3M | +18.3% | +17.5% | +0.9% | +19.4% |
| 6M | +15.6% | +46.8% | -31.2% | +17.5% |
| YTD | +38.8% | +65.8% | -27.0% | +41.9% |
| 1Y | +41.6% | +61.0% | -19.4% | +44.7% |
| 3Y | +138.2% | +296.7% | -158.5% | +148.1% |
| All | +149.7% | +176.7% | -27.1% | +157.6% |
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 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