+61.0%
FROG vs MSTZ
-51.1%
+112.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +7.6% | -11.9% | -3.4% |
| 7D | +17.0% | +21.1% | -4.1% | +20.3% |
| 30D | +1.3% | +40.1% | -38.8% | +7.0% |
| 3M | +17.5% | -66.1% | +83.6% | +12.4% |
| 6M | +46.8% | -20.7% | +67.5% | +57.2% |
| YTD | +65.8% | -78.6% | +144.4% | +69.6% |
| 1Y | +61.0% | -55.5% | +116.5% | +80.6% |
| All | +61.0% | -51.1% | +112.1% | +80.6% |
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