+618.1%
MSTR vs FROG
+51.8%
+566.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.1% | -9.7% | -5.3% |
| 7D | -4.0% | +27.1% | -31.1% | -15.0% |
| 30D | -18.6% | +5.8% | -24.4% | -22.6% |
| 3M | +25.6% | +20.8% | +4.7% | +12.4% |
| 6M | -33.1% | +53.3% | -86.4% | -46.6% |
| YTD | -17.3% | +73.2% | -90.5% | -40.4% |
| 1Y | -48.1% | +80.3% | -128.4% | -63.4% |
| 3Y | +154.2% | +318.3% | -164.1% | +3.5% |
| 5Y | +46.2% | +179.9% | -133.7% | -38.6% |
| All | +618.1% | +51.8% | +566.3% | +207.8% |
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