-9.6%
MOS vs FROG
+129.7%
-139.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.3% | +4.7% | +1.7% |
| 7D | +9.5% | -11.3% | +20.8% | +10.7% |
| 30D | +10.4% | +3.6% | +6.8% | +9.6% |
| 3M | +12.9% | +1.7% | +11.2% | +12.0% |
| 6M | +1.2% | +123.5% | -122.3% | -8.9% |
| YTD | +9.3% | +40.2% | -30.9% | +2.9% |
| 1Y | -18.0% | +81.0% | -99.0% | -25.5% |
| 3Y | -29.0% | +194.8% | -223.8% | -40.6% |
| All | -9.6% | +129.7% | -139.3% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling