+63.5%
MRSH vs FROG
+22.3%
+41.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.4% | -0.1% |
| 7D | -4.8% | -0.5% | -4.3% | -4.7% |
| 30D | -6.3% | +1.3% | -7.7% | -6.5% |
| 3M | +5.8% | +11.1% | -5.3% | +5.0% |
| 6M | +2.8% | +108.3% | -105.5% | -1.6% |
| YTD | -3.1% | +39.6% | -42.7% | -5.6% |
| 1Y | -11.3% | +74.7% | -86.0% | -15.1% |
| 3Y | -5.0% | +224.1% | -229.1% | -14.7% |
| 5Y | +19.2% | +138.4% | -119.2% | +4.8% |
| All | +63.5% | +22.3% | +41.2% | +45.2% |
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 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