+90.7%
FROG vs MSTZ
-54.5%
+145.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.9% | -2.2% | +3.3% |
| 7D | +12.5% | +30.8% | -18.3% | +16.0% |
| 30D | +23.5% | +41.2% | -17.7% | +30.6% |
| 3M | +19.4% | -60.9% | +80.3% | +16.3% |
| 6M | +77.0% | -15.7% | +92.7% | +90.5% |
| YTD | +81.9% | -75.2% | +157.1% | +89.1% |
| 1Y | +90.7% | -59.8% | +150.5% | +107.7% |
| All | +90.7% | -54.5% | +145.2% | +107.7% |
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