+153.3%
MSFT vs FROG
+21.7%
+131.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | -1.4% | -5.5% | +4.1% | -0.5% |
| 30D | -1.0% | -3.1% | +2.1% | -0.8% |
| 3M | +20.2% | +1.2% | +19.0% | +19.1% |
| 6M | +21.3% | +113.7% | -92.4% | +5.6% |
| YTD | +2.8% | +38.9% | -36.1% | -5.0% |
| 1Y | 0.0% | +72.0% | -72.0% | -11.5% |
| 3Y | +51.2% | +217.1% | -165.9% | +14.7% |
| 5Y | +71.4% | +130.6% | -59.2% | +28.1% |
| All | +153.3% | +21.7% | +131.6% | +97.1% |
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