+124.3%
MOD vs FROG
+176.4%
-52.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -13.6% | +6.3% | -4.3% |
| 7D | -34.2% | -24.5% | -9.7% | -30.0% |
| 30D | -51.9% | -24.3% | -27.6% | -48.9% |
| 3M | -53.0% | -11.7% | -41.3% | -51.9% |
| 6M | -66.4% | +37.1% | -103.5% | -69.1% |
| YTD | -31.5% | +19.5% | -51.0% | -36.7% |
| 1Y | -39.6% | +61.8% | -101.4% | -49.4% |
| All | +124.3% | +176.4% | -52.0% | +51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling