+20.9%
MS vs FROG
+83.7%
-62.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.4% | +6.7% | +4.4% |
| 7D | +2.6% | -14.1% | +16.7% | +3.4% |
| 30D | +2.6% | -11.8% | +14.4% | +3.2% |
| 3M | -10.1% | +0.1% | -10.2% | -10.4% |
| 6M | +4.4% | +64.2% | -59.8% | +1.5% |
| YTD | +11.7% | +38.2% | -26.5% | +7.9% |
| 1Y | +20.9% | +85.4% | -64.4% | +15.9% |
| All | +20.9% | +83.7% | -62.8% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling