+263.9%
MSI vs FROG
+59.4%
+204.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.6% | +0.1% |
| 7D | +3.2% | +12.5% | -9.3% | +2.8% |
| 30D | +17.6% | +23.5% | -5.9% | +16.5% |
| 3M | +14.5% | +19.4% | -4.9% | +13.5% |
| 6M | +34.3% | +77.0% | -42.8% | +30.4% |
| YTD | +39.7% | +81.9% | -42.2% | +34.7% |
| 1Y | +40.2% | +90.7% | -50.5% | +34.5% |
| 3Y | +77.1% | +328.5% | -251.4% | +55.0% |
| 5Y | +124.0% | +207.0% | -83.0% | +91.4% |
| All | +263.9% | +59.4% | +204.5% | +221.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling