+592.2%
MSTR vs FROG
+45.3%
+546.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.3% | +0.7% | -2.0% |
| 7D | -10.7% | +17.0% | -27.8% | -18.4% |
| 30D | -21.6% | +1.3% | -22.8% | -24.1% |
| 3M | +24.4% | +17.5% | +6.9% | +12.6% |
| 6M | -35.5% | +46.8% | -82.2% | -47.6% |
| YTD | -20.3% | +65.8% | -86.1% | -41.5% |
| 1Y | -49.3% | +61.0% | -110.3% | -62.4% |
| 3Y | +137.8% | +296.7% | -159.0% | -1.0% |
| 5Y | +48.3% | +177.8% | -129.5% | -37.0% |
| All | +592.2% | +45.3% | +546.9% | +201.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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