+3.2%
MSFT vs FROG
+72.8%
-69.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.2% |
| 7D | -2.4% | +48.2% | -50.6% | -8.5% |
| 30D | -3.8% | +11.4% | -15.2% | -5.5% |
| 3M | +6.4% | +28.5% | -22.1% | +1.2% |
| 6M | +28.8% | +63.7% | -35.0% | +17.1% |
| YTD | +8.8% | +77.1% | -68.2% | -2.9% |
| 1Y | +3.2% | +79.3% | -76.2% | -7.9% |
| All | +3.2% | +72.8% | -69.7% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling