+538.0%
MTSI vs FROG
+41.7%
+496.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +35.3% | -24.5% | +2.1% |
| 7D | -10.0% | +7.0% | -17.0% | -11.9% |
| 30D | -37.2% | +2.9% | -40.1% | -38.0% |
| 3M | -30.1% | +21.6% | -51.7% | -34.1% |
| 6M | -31.9% | +87.7% | -119.6% | -43.2% |
| YTD | +23.2% | +61.7% | -38.5% | +3.7% |
| 1Y | +26.4% | +113.7% | -87.3% | -2.4% |
| 3Y | +186.2% | +267.7% | -81.6% | +79.2% |
| 5Y | +187.0% | +158.8% | +28.3% | +82.2% |
| All | +538.0% | +41.7% | +496.3% | +333.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling