+156.3%
MSFT vs FROG
+22.9%
+133.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -1.5% |
| 7D | -2.7% | -11.3% | +8.6% | -0.8% |
| 30D | +2.7% | +3.6% | -0.9% | +1.7% |
| 3M | +17.0% | +1.7% | +15.3% | +15.8% |
| 6M | +23.8% | +123.5% | -99.7% | +7.0% |
| YTD | +4.0% | +40.2% | -36.3% | -4.0% |
| 1Y | -0.8% | +81.0% | -81.8% | -12.9% |
| 3Y | +55.6% | +194.8% | -139.1% | +19.8% |
| 5Y | +72.9% | +131.8% | -58.9% | +29.1% |
| All | +156.3% | +22.9% | +133.3% | +99.0% |
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