+261.6%
MSI vs FROG
+51.8%
+209.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.1% | -4.5% | +2.4% |
| 7D | +8.3% | +27.1% | -18.8% | +7.3% |
| 30D | +18.9% | +5.8% | +13.0% | +18.4% |
| 3M | +13.2% | +20.8% | -7.6% | +12.1% |
| 6M | +38.3% | +53.3% | -15.1% | +35.1% |
| YTD | +38.9% | +73.2% | -34.3% | +34.1% |
| 1Y | +36.7% | +80.3% | -43.6% | +31.4% |
| 3Y | +76.6% | +318.3% | -241.8% | +54.4% |
| 5Y | +124.5% | +179.9% | -55.4% | +92.4% |
| All | +261.6% | +51.8% | +209.9% | +220.5% |
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