-35.2%
MOD vs FROG
+118.5%
-153.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +35.3% | -29.6% | +0.5% |
| 7D | -25.5% | +7.0% | -32.5% | -26.9% |
| 30D | -49.0% | +2.9% | -51.9% | -49.7% |
| 3M | -49.8% | +21.6% | -71.4% | -51.3% |
| 6M | -64.8% | +87.7% | -152.4% | -66.9% |
| YTD | -27.6% | +61.7% | -89.3% | -32.8% |
| 1Y | -35.2% | +113.7% | -148.9% | -45.6% |
| All | -35.2% | +118.5% | -153.7% | -45.6% |
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 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