+601.7%
MTSI vs FROG
+59.4%
+542.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.7% | -8.3% | -6.3% |
| 7D | +10.0% | +12.5% | -2.5% | +6.9% |
| 30D | -20.3% | +23.5% | -43.9% | -24.8% |
| 3M | -24.4% | +19.4% | -43.8% | -28.5% |
| 6M | -39.2% | +77.0% | -116.2% | -48.3% |
| YTD | +35.5% | +81.9% | -46.4% | +10.8% |
| 1Y | +43.0% | +90.7% | -47.6% | +15.3% |
| 3Y | +196.3% | +328.5% | -132.3% | +78.6% |
| 5Y | +210.0% | +207.0% | +3.0% | +89.3% |
| All | +601.7% | +59.4% | +542.3% | +363.0% |
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 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