+320.4%
MTSI vs FROG
+129.7%
+190.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.3% | +6.8% | +4.3% |
| 7D | +1.4% | -11.3% | +12.7% | +4.2% |
| 30D | +2.1% | +3.6% | -1.6% | +0.7% |
| 3M | -29.7% | +1.7% | -31.4% | -30.7% |
| 6M | +12.5% | +123.5% | -111.0% | -10.8% |
| YTD | +57.0% | +40.2% | +16.8% | +37.3% |
| 1Y | +103.9% | +81.0% | +22.9% | +63.5% |
| 3Y | +223.6% | +194.8% | +28.8% | +106.7% |
| All | +320.4% | +129.7% | +190.7% | +175.7% |
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