+211.0%
FROG vs MSTZ
-99.3%
+310.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.6% | -5.9% | -3.1% |
| 7D | -11.3% | -29.7% | +18.4% | -13.1% |
| 30D | +3.6% | -65.3% | +68.9% | -2.6% |
| 3M | +1.7% | -57.3% | +59.0% | -1.0% |
| 6M | +123.5% | -61.6% | +185.2% | +120.6% |
| YTD | +40.2% | -78.3% | +118.5% | +37.6% |
| 1Y | +81.0% | -30.2% | +111.2% | +95.6% |
| All | +211.0% | -99.3% | +310.2% | +183.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling