+475.6%
MTSI vs FROG
+4.7%
+470.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -13.6% | -4.8% | -15.0% |
| 7D | -24.6% | -24.5% | -0.1% | -18.9% |
| 30D | -45.7% | -24.3% | -21.5% | -41.7% |
| 3M | -27.7% | -11.7% | -16.0% | -25.8% |
| 6M | -37.3% | +37.1% | -74.4% | -43.1% |
| YTD | +11.1% | +19.5% | -8.3% | +1.6% |
| 1Y | +27.2% | +61.8% | -34.6% | +6.0% |
| 3Y | +153.7% | +178.1% | -24.5% | +71.4% |
| 5Y | +159.0% | +91.2% | +67.7% | +78.5% |
| All | +475.6% | +4.7% | +470.9% | +324.5% |
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