+81.0%
FROG vs MSTZ
-29.5%
+110.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.6% | -5.9% | -3.0% |
| 7D | -11.3% | -29.7% | +18.4% | -13.7% |
| 30D | +3.6% | -65.3% | +68.9% | -4.6% |
| 3M | +1.7% | -57.3% | +59.0% | -1.5% |
| 6M | +123.5% | -61.6% | +185.2% | +121.2% |
| YTD | +40.2% | -78.3% | +118.5% | +39.2% |
| 1Y | +81.0% | -30.2% | +111.2% | +122.9% |
| All | +81.0% | -29.5% | +110.4% | +122.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling