+22.2%
MSFU vs FROG
+335.2%
-313.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.3% |
| 7D | -2.8% | +12.5% | -15.3% | -5.6% |
| 30D | -5.3% | +23.5% | -28.8% | -11.5% |
| 3M | +7.2% | +19.4% | -12.1% | +0.4% |
| 6M | +51.0% | +77.0% | -26.0% | +27.5% |
| YTD | -1.2% | +81.9% | -83.1% | -19.3% |
| 1Y | -10.3% | +90.7% | -101.0% | -27.6% |
| 3Y | +22.2% | +328.5% | -306.3% | -20.6% |
| All | +22.2% | +335.2% | -313.0% | -20.6% |
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