+109.1%
MRNA vs FROG
+22.3%
+86.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.7% | +7.0% | +5.8% |
| 7D | -1.1% | -0.5% | -0.6% | -1.0% |
| 30D | +126.1% | +1.3% | +124.8% | +123.3% |
| 3M | +190.0% | +11.1% | +178.9% | +181.2% |
| 6M | +157.2% | +108.3% | +48.9% | +112.0% |
| YTD | +388.2% | +39.6% | +348.6% | +333.2% |
| 1Y | +467.0% | +74.7% | +392.3% | +368.4% |
| 3Y | +36.1% | +224.1% | -188.0% | -11.1% |
| 5Y | -68.0% | +138.4% | -206.4% | -79.0% |
| All | +109.1% | +22.3% | +86.8% | +65.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling