-7.0%
MOS vs FROG
+118.5%
-125.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +35.3% | -35.2% | +0.1% |
| 7D | +21.6% | +7.0% | +14.6% | +21.7% |
| 30D | +12.0% | +2.9% | +9.1% | +12.2% |
| 3M | -3.9% | +21.6% | -25.5% | -4.4% |
| 6M | -3.3% | +87.7% | -91.0% | -7.4% |
| YTD | -4.6% | +61.7% | -66.3% | -9.4% |
| 1Y | -7.0% | +113.7% | -120.6% | -14.4% |
| All | -7.0% | +118.5% | -125.5% | -14.4% |
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 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