+292.6%
FROG vs MSTZ
-99.2%
+391.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +12.8% | -11.8% | +2.1% |
| 7D | +48.2% | +25.6% | +22.6% | +51.3% |
| 30D | +11.4% | +50.6% | -39.2% | +17.1% |
| 3M | +28.5% | -64.5% | +93.0% | +24.3% |
| 6M | +63.7% | -14.0% | +77.7% | +73.4% |
| YTD | +77.1% | -76.4% | +153.5% | +79.8% |
| 1Y | +79.3% | -56.2% | +135.6% | +91.4% |
| All | +292.6% | -99.2% | +391.8% | +270.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling