-69.6%
MRNA vs FROG
+136.2%
-205.8%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.4% |
| 7D | -8.2% | -2.2% | -6.1% | -7.8% |
| 30D | +125.6% | +3.0% | +122.6% | +122.1% |
| 3M | +197.1% | +10.3% | +186.7% | +188.9% |
| 6M | +148.5% | +116.7% | +31.8% | +106.2% |
| YTD | +363.3% | +41.9% | +321.3% | +313.9% |
| 1Y | +462.0% | +78.5% | +383.5% | +369.1% |
| 3Y | +26.9% | +224.1% | -197.2% | -14.4% |
| 5Y | -69.6% | +142.4% | -212.0% | -83.3% |
| All | -69.6% | +136.2% | -205.8% | -83.3% |
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