+41.3%
MOS vs FROG
+41.7%
-0.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +35.3% | -35.2% | -1.8% |
| 7D | +21.6% | +7.0% | +14.6% | +20.7% |
| 30D | +12.0% | +2.9% | +9.1% | +11.3% |
| 3M | -3.9% | +21.6% | -25.5% | -5.8% |
| 6M | -3.3% | +87.7% | -91.0% | -9.0% |
| YTD | -4.6% | +61.7% | -66.3% | -10.0% |
| 1Y | -7.0% | +113.7% | -120.6% | -14.4% |
| 3Y | -24.4% | +267.7% | -292.2% | -33.7% |
| 5Y | -32.1% | +158.8% | -190.9% | -42.0% |
| All | +41.3% | +41.7% | -0.4% | +18.4% |
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