-3.5%
MSFU vs FROG
+83.7%
-87.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | -2.4% | +15.9% | +14.2% |
| 7D | +8.2% | -14.1% | +22.2% | +13.1% |
| 30D | +10.2% | -11.8% | +22.0% | +14.0% |
| 3M | +22.9% | +0.1% | +22.8% | +20.9% |
| 6M | +63.2% | +64.2% | -1.0% | +40.3% |
| YTD | +11.7% | +38.2% | -26.5% | -3.1% |
| 1Y | -3.5% | +85.4% | -88.9% | -17.3% |
| All | -3.5% | +83.7% | -87.2% | -17.3% |
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