+76.3%
MSFU vs FROG
+344.9%
-268.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.3% | -0.8% | -3.2% |
| 7D | -5.7% | -11.3% | +5.6% | -2.6% |
| 30D | +4.2% | +3.6% | +0.5% | +2.4% |
| 3M | +27.9% | +1.7% | +26.2% | +26.2% |
| 6M | +37.1% | +123.5% | -86.4% | +8.5% |
| YTD | -7.4% | +40.2% | -47.6% | -18.0% |
| 1Y | -19.6% | +81.0% | -100.6% | -34.1% |
| 3Y | +33.2% | +194.8% | -161.6% | -10.2% |
| All | +76.3% | +344.9% | -268.6% | +0.1% |
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