+1,551.8%
MOD vs FROG
+45.3%
+1,506.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.3% | +1.4% | -2.2% |
| 7D | -17.8% | +17.0% | -34.9% | -20.4% |
| 30D | -43.2% | +1.3% | -44.5% | -43.8% |
| 3M | -46.0% | +17.5% | -63.5% | -48.0% |
| 6M | -62.2% | +46.8% | -109.0% | -65.1% |
| YTD | -22.8% | +65.8% | -88.6% | -31.7% |
| 1Y | -35.5% | +61.0% | -96.5% | -42.6% |
| 3Y | +128.2% | +296.7% | -168.5% | +72.2% |
| 5Y | +791.6% | +177.8% | +613.8% | +556.1% |
| All | +1,551.8% | +45.3% | +1,506.5% | +1,111.2% |
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 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