0.0%
MSFT vs FROG
+73.6%
-73.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | -1.4% | -5.5% | +4.1% | -0.6% |
| 30D | -1.0% | -3.1% | +2.1% | -0.9% |
| 3M | +20.2% | +1.2% | +19.0% | +18.8% |
| 6M | +21.3% | +113.7% | -92.4% | +8.3% |
| YTD | +2.8% | +38.9% | -36.1% | -4.5% |
| 1Y | 0.0% | +72.0% | -72.0% | -7.5% |
| All | 0.0% | +73.6% | -73.6% | -7.5% |
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