+145.1%
MS vs FROG
+129.7%
+15.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.7% |
| 7D | +1.4% | -11.3% | +12.7% | +3.1% |
| 30D | -0.3% | +3.6% | -3.9% | -1.1% |
| 3M | +0.3% | +1.7% | -1.4% | -0.7% |
| 6M | +31.3% | +123.5% | -92.2% | +13.9% |
| YTD | +24.7% | +40.2% | -15.6% | +15.1% |
| 1Y | +47.9% | +81.0% | -33.1% | +29.5% |
| 3Y | +178.3% | +194.8% | -16.4% | +111.2% |
| All | +145.1% | +129.7% | +15.4% | +92.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling