+231.9%
MTSI vs FROG
+198.7%
+33.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.3% | +6.8% | +4.1% |
| 7D | +1.4% | -11.3% | +12.7% | +3.6% |
| 30D | +2.1% | +3.6% | -1.6% | +1.1% |
| 3M | -29.7% | +1.7% | -31.4% | -30.4% |
| 6M | +12.5% | +123.5% | -111.0% | -6.2% |
| YTD | +57.0% | +40.2% | +16.8% | +41.9% |
| 1Y | +103.9% | +81.0% | +22.9% | +71.3% |
| All | +231.9% | +198.7% | +33.2% | +138.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling