+10.0%
MSCI vs FROG
+198.7%
-188.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | 0.0% |
| 7D | +0.4% | -11.3% | +11.7% | +1.3% |
| 30D | +0.6% | +3.6% | -3.1% | +0.1% |
| 3M | -7.1% | +1.7% | -8.8% | -7.5% |
| 6M | +0.8% | +123.5% | -122.7% | -6.7% |
| YTD | +1.0% | +40.2% | -39.3% | -3.1% |
| 1Y | +4.3% | +81.0% | -76.7% | -3.0% |
| All | +10.0% | +198.7% | -188.7% | -5.7% |
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