-18.0%
MOS vs FROG
+83.7%
-101.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.3% | +4.7% | +1.6% |
| 7D | +9.5% | -11.3% | +20.8% | +10.1% |
| 30D | +10.4% | +3.6% | +6.8% | +9.9% |
| 3M | +12.9% | +1.7% | +11.2% | +12.1% |
| 6M | +1.2% | +123.5% | -122.3% | -7.9% |
| YTD | +9.3% | +40.2% | -30.9% | +3.6% |
| 1Y | -18.0% | +81.0% | -99.0% | -25.8% |
| All | -18.0% | +83.7% | -101.7% | -25.8% |
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 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