+331.0%
MS vs FROG
+4.7%
+326.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -13.6% | +7.6% | -4.3% |
| 7D | -3.4% | -24.5% | +21.1% | -0.3% |
| 30D | -3.9% | -24.3% | +20.3% | -1.1% |
| 3M | -15.9% | -11.7% | -4.2% | -15.3% |
| 6M | -2.5% | +37.1% | -39.6% | -7.6% |
| YTD | +5.1% | +19.5% | -14.4% | -0.1% |
| 1Y | +13.0% | +61.8% | -48.8% | +2.5% |
| 3Y | +160.7% | +178.1% | -17.5% | +113.6% |
| 5Y | +114.0% | +91.2% | +22.8% | +70.7% |
| All | +331.0% | +4.7% | +326.3% | +246.2% |
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