+102.8%
MSI vs FROG
+129.7%
-26.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.7% |
| 7D | -3.7% | -11.3% | +7.6% | -3.2% |
| 30D | +6.8% | +3.6% | +3.2% | +6.5% |
| 3M | +14.3% | +1.7% | +12.6% | +13.9% |
| 6M | -1.6% | +123.5% | -125.1% | -6.9% |
| YTD | +22.8% | +40.2% | -17.5% | +19.6% |
| 1Y | -1.1% | +81.0% | -82.1% | -6.2% |
| 3Y | +70.5% | +194.8% | -124.3% | +48.8% |
| All | +102.8% | +129.7% | -26.9% | +69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling