-5.0%
MRSH vs FROG
+218.8%
-223.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.4% | -0.2% |
| 7D | -4.8% | -0.5% | -4.3% | -4.7% |
| 30D | -6.3% | +1.3% | -7.7% | -6.4% |
| 3M | +5.8% | +11.1% | -5.3% | +5.4% |
| 6M | +2.8% | +108.3% | -105.5% | +0.6% |
| YTD | -3.1% | +39.6% | -42.7% | -4.3% |
| 1Y | -11.3% | +74.7% | -86.0% | -13.5% |
| 3Y | -5.0% | +224.1% | -229.1% | -12.4% |
| All | -5.0% | +218.8% | -223.7% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling