+100.1%
MSCI vs FROG
+51.8%
+48.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.1% | -6.3% | -0.1% |
| 7D | +1.5% | +27.1% | -25.7% | -2.6% |
| 30D | +14.4% | +5.8% | +8.6% | +12.3% |
| 3M | +15.2% | +20.8% | -5.6% | +10.4% |
| 6M | +11.2% | +53.3% | -42.1% | +2.1% |
| YTD | +13.9% | +73.2% | -59.3% | +0.6% |
| 1Y | +12.5% | +80.3% | -67.8% | -1.7% |
| 3Y | +32.3% | +318.3% | -286.0% | -7.9% |
| 5Y | +4.9% | +179.9% | -175.0% | -27.2% |
| All | +100.1% | +51.8% | +48.3% | +45.1% |
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