-8.1%
MOS vs FROG
+72.4%
-80.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.8% | -6.6% | -0.8% |
| 7D | +5.5% | +26.8% | -21.4% | +5.8% |
| 30D | +21.0% | +10.6% | +10.4% | +21.5% |
| 3M | -0.5% | +27.2% | -27.7% | -0.4% |
| 6M | +6.6% | +58.7% | -52.1% | +5.1% |
| YTD | -2.8% | +75.3% | -78.1% | -8.3% |
| 1Y | -8.1% | +71.1% | -79.1% | -12.4% |
| All | -8.1% | +72.4% | -80.5% | -12.4% |
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