+346.9%
MS vs FROG
+55.2%
+291.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.9% |
| 7D | +3.7% | +48.2% | -44.5% | -1.4% |
| 30D | +2.0% | +11.4% | -9.4% | 0.0% |
| 3M | -12.6% | +28.5% | -41.1% | -16.1% |
| 6M | -0.3% | +63.7% | -64.0% | -7.5% |
| YTD | +9.0% | +77.1% | -68.1% | -1.5% |
| 1Y | +13.9% | +79.3% | -65.5% | +2.7% |
| 3Y | +173.6% | +323.8% | -150.1% | +112.5% |
| 5Y | +122.0% | +198.9% | -76.9% | +68.2% |
| All | +346.9% | +55.2% | +291.8% | +241.4% |
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 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