+45.2%
MOS vs FROG
+45.3%
-0.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.3% | +5.2% | +1.2% |
| 7D | +24.8% | +17.0% | +7.8% | +23.3% |
| 30D | +22.7% | +1.3% | +21.4% | +22.1% |
| 3M | -1.2% | +17.5% | -18.7% | -2.9% |
| 6M | +5.5% | +46.8% | -41.2% | +1.6% |
| YTD | -2.0% | +65.8% | -67.7% | -7.6% |
| 1Y | -7.9% | +61.0% | -68.9% | -13.1% |
| 3Y | -25.0% | +296.7% | -321.7% | -34.4% |
| 5Y | -27.7% | +177.8% | -205.6% | -38.3% |
| All | +45.2% | +45.3% | -0.1% | +21.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling