-32.8%
MOS vs FROG
+160.8%
-193.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +35.3% | -35.2% | -2.5% |
| 7D | +21.6% | +7.0% | +14.6% | +20.4% |
| 30D | +12.0% | +2.9% | +9.1% | +11.1% |
| 3M | -3.9% | +21.6% | -25.5% | -6.6% |
| 6M | -3.3% | +87.7% | -91.0% | -11.2% |
| YTD | -4.6% | +61.7% | -66.3% | -12.0% |
| 1Y | -7.0% | +113.7% | -120.6% | -17.4% |
| 3Y | -24.4% | +267.7% | -292.2% | -38.4% |
| All | -32.8% | +160.8% | -193.6% | -43.5% |
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 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