-32.6%
MOD vs FROG
+83.7%
-116.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -2.4% | -19.0% | -21.1% |
| 7D | -31.3% | -14.1% | -17.3% | -30.0% |
| 30D | -46.1% | -11.8% | -34.3% | -45.2% |
| 3M | -51.1% | +0.1% | -51.3% | -51.0% |
| 6M | -62.1% | +64.2% | -126.3% | -63.3% |
| YTD | -26.2% | +38.2% | -64.4% | -29.3% |
| 1Y | -32.6% | +85.4% | -118.0% | -41.7% |
| All | -32.6% | +83.7% | -116.3% | -41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling