+46.2%
MSFT vs FROG
+335.2%
-289.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.2% |
| 7D | -1.3% | +12.5% | -13.8% | -2.8% |
| 30D | -1.8% | +23.5% | -25.4% | -5.2% |
| 3M | +5.6% | +19.4% | -13.8% | +2.1% |
| 6M | +29.8% | +77.0% | -47.2% | +18.6% |
| YTD | +9.0% | +81.9% | -72.9% | -2.3% |
| 1Y | +4.9% | +90.7% | -85.7% | -6.6% |
| 3Y | +46.2% | +328.5% | -282.3% | +14.7% |
| All | +46.2% | +335.2% | -289.0% | +14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling