+342.0%
MS vs FROG
+51.8%
+290.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.1% | -4.0% | +2.3% |
| 7D | +0.7% | +27.1% | -26.4% | -2.5% |
| 30D | -0.9% | +5.8% | -6.8% | -2.3% |
| 3M | -13.0% | +20.8% | -33.8% | -15.9% |
| 6M | -2.0% | +53.3% | -55.3% | -8.3% |
| YTD | +7.8% | +73.2% | -65.4% | -2.3% |
| 1Y | +17.9% | +80.3% | -62.4% | +6.2% |
| 3Y | +174.8% | +318.3% | -143.5% | +113.7% |
| 5Y | +119.9% | +179.9% | -60.0% | +67.2% |
| All | +342.0% | +51.8% | +290.3% | +238.6% |
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