+66.8%
MRSH vs FROG
+21.7%
+45.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.8% |
| 7D | -3.8% | -5.5% | +1.7% | -3.5% |
| 30D | -5.8% | -3.1% | -2.7% | -5.8% |
| 3M | +11.7% | +1.2% | +10.5% | +11.3% |
| 6M | -0.3% | +113.7% | -114.0% | -4.7% |
| YTD | -1.1% | +38.9% | -40.0% | -3.7% |
| 1Y | -9.5% | +72.0% | -81.4% | -13.3% |
| 3Y | -2.6% | +217.1% | -219.7% | -12.4% |
| 5Y | +22.7% | +130.6% | -107.9% | +8.0% |
| All | +66.8% | +21.7% | +45.2% | +48.2% |
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 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