-37.3%
MTSI vs FROG
+41.2%
-78.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -13.6% | -4.8% | -14.7% |
| 7D | -24.6% | -24.5% | -0.1% | -19.3% |
| 30D | -45.7% | -24.3% | -21.5% | -42.0% |
| 3M | -27.7% | -11.7% | -16.0% | -24.2% |
| 6M | -37.3% | +37.1% | -74.4% | -33.0% |
| All | -37.3% | +41.2% | -78.5% | -33.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling