+1,364.6%
MOD vs FROG
+4.7%
+1,359.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -13.6% | +6.3% | -5.0% |
| 7D | -34.2% | -24.5% | -9.7% | -31.0% |
| 30D | -51.9% | -24.3% | -27.6% | -49.6% |
| 3M | -53.0% | -11.7% | -41.3% | -52.2% |
| 6M | -66.4% | +37.1% | -103.5% | -68.4% |
| YTD | -31.5% | +19.5% | -51.0% | -35.6% |
| 1Y | -39.6% | +61.8% | -101.4% | -46.4% |
| 3Y | +116.8% | +178.1% | -61.3% | +74.4% |
| 5Y | +713.8% | +91.2% | +622.6% | +536.5% |
| All | +1,364.6% | +4.7% | +1,359.9% | +1,041.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling