+85.4%
FROG vs MSTZ
-63.1%
+148.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -9.6% | +7.1% | -3.5% |
| 7D | -14.1% | +0.7% | -14.8% | -13.8% |
| 30D | -11.8% | +16.6% | -28.4% | -9.3% |
| 3M | +0.1% | -74.7% | +74.8% | -7.8% |
| 6M | +64.2% | -43.9% | +108.1% | +69.1% |
| YTD | +38.2% | -84.0% | +122.3% | +37.2% |
| 1Y | +85.4% | -65.1% | +150.5% | +114.6% |
| All | +85.4% | -63.1% | +148.5% | +114.6% |
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