+1,448.2%
MOD vs FROG
+41.7%
+1,406.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +35.3% | -29.6% | -0.2% |
| 7D | -25.5% | +7.0% | -32.5% | -26.9% |
| 30D | -49.0% | +2.9% | -51.9% | -49.6% |
| 3M | -49.8% | +21.6% | -71.4% | -51.9% |
| 6M | -64.8% | +87.7% | -152.4% | -68.8% |
| YTD | -27.6% | +61.7% | -89.3% | -35.7% |
| 1Y | -35.2% | +113.7% | -148.9% | -45.5% |
| 3Y | +137.1% | +267.7% | -130.6% | +80.5% |
| 5Y | +760.3% | +158.8% | +601.5% | +535.1% |
| All | +1,448.2% | +41.7% | +1,406.6% | +1,039.4% |
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