+32.3%
MSCI vs FROG
+299.7%
-267.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.3% | +5.9% | +1.9% |
| 7D | +2.7% | +17.0% | -14.3% | +1.5% |
| 30D | +16.2% | +1.3% | +14.9% | +15.9% |
| 3M | +17.1% | +17.5% | -0.4% | +15.2% |
| 6M | +13.0% | +46.8% | -33.8% | +9.1% |
| YTD | +15.8% | +65.8% | -50.0% | +9.9% |
| 1Y | +15.5% | +61.0% | -45.5% | +9.8% |
| 3Y | +32.3% | +296.7% | -264.4% | +8.3% |
| All | +32.3% | +299.7% | -267.3% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling