+30.9%
MSFU vs FROG
+274.0%
-243.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +35.3% | -37.2% | -10.5% |
| 7D | +2.5% | +7.0% | -4.5% | -0.4% |
| 30D | -1.3% | +2.9% | -4.2% | -3.3% |
| 3M | +8.6% | +21.6% | -13.0% | +0.7% |
| 6M | +48.4% | +87.7% | -39.3% | +22.8% |
| YTD | +1.6% | +61.7% | -60.1% | -14.4% |
| 1Y | -5.8% | +113.7% | -119.4% | -25.9% |
| 3Y | +30.9% | +267.7% | -236.8% | -9.9% |
| All | +30.9% | +274.0% | -243.1% | -9.9% |
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