+9.1%
MSCI vs FROG
+192.7%
-183.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.8% | -5.0% | -0.1% |
| 7D | -1.9% | +26.8% | -28.7% | -6.0% |
| 30D | +16.5% | +10.6% | +5.9% | +13.5% |
| 3M | +18.2% | +27.2% | -9.0% | +12.1% |
| 6M | +14.0% | +58.7% | -44.7% | +3.3% |
| YTD | +16.6% | +75.3% | -58.7% | +1.8% |
| 1Y | +14.8% | +71.1% | -56.3% | +0.5% |
| 3Y | +33.3% | +319.6% | -286.3% | -13.5% |
| 5Y | +9.1% | +195.7% | -186.6% | -24.9% |
| All | +9.1% | +192.7% | -183.6% | -24.9% |
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