+41.1%
MOS vs FROG
+4.7%
+36.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -13.6% | +16.9% | +4.1% |
| 7D | +22.5% | -24.5% | +47.0% | +24.3% |
| 30D | +6.6% | -24.3% | +30.9% | +8.1% |
| 3M | -3.8% | -11.7% | +7.9% | -3.8% |
| 6M | -2.2% | +37.1% | -39.3% | -6.1% |
| YTD | -4.8% | +19.5% | -24.2% | -8.4% |
| 1Y | -11.7% | +61.8% | -73.5% | -17.4% |
| 3Y | -26.5% | +178.1% | -204.6% | -34.4% |
| 5Y | -32.2% | +91.2% | -123.4% | -41.0% |
| All | +41.1% | +4.7% | +36.4% | +20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling