+3,019.6%
MOD vs FROG
+22.9%
+2,996.6%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.3% | +7.6% | +4.8% |
| 7D | +9.6% | -11.3% | +20.9% | +11.5% |
| 30D | 0.0% | +3.6% | -3.6% | -0.8% |
| 3M | -35.4% | +1.7% | -37.0% | -36.0% |
| 6M | -7.3% | +123.5% | -130.8% | -19.7% |
| YTD | +45.8% | +40.2% | +5.6% | +33.6% |
| 1Y | +43.1% | +81.0% | -37.8% | +24.7% |
| 3Y | +297.7% | +194.8% | +102.9% | +214.3% |
| 5Y | +1,478.8% | +131.8% | +1,346.9% | +1,103.3% |
| All | +3,019.6% | +22.9% | +2,996.6% | +2,268.5% |
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