-24.5%
MOS vs FROG
+176.4%
-200.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -13.6% | +16.9% | +4.2% |
| 7D | +22.5% | -24.5% | +47.0% | +24.7% |
| 30D | +6.6% | -24.3% | +30.9% | +8.4% |
| 3M | -3.8% | -11.7% | +7.9% | -3.9% |
| 6M | -2.2% | +37.1% | -39.3% | -8.0% |
| YTD | -4.8% | +19.5% | -24.2% | -10.1% |
| 1Y | -11.7% | +61.8% | -73.5% | -20.5% |
| All | -24.5% | +176.4% | -200.9% | -41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling