+98.5%
MSCI vs FROG
+41.7%
+56.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +35.3% | -37.6% | -6.9% |
| 7D | +2.8% | +7.0% | -4.2% | +1.0% |
| 30D | +15.4% | +2.9% | +12.5% | +13.7% |
| 3M | +13.4% | +21.6% | -8.2% | +8.4% |
| 6M | +10.9% | +87.7% | -76.8% | -2.0% |
| YTD | +13.0% | +61.7% | -48.7% | +0.7% |
| 1Y | +12.0% | +113.7% | -101.6% | -5.8% |
| 3Y | +34.1% | +267.7% | -233.6% | -4.5% |
| 5Y | +3.9% | +158.8% | -154.9% | -27.1% |
| All | +98.5% | +41.7% | +56.8% | +45.2% |
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