+599.5%
MSTR vs FROG
+53.7%
+545.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.8% | -4.7% | -1.2% |
| 7D | -14.2% | +26.8% | -41.0% | -24.0% |
| 30D | -19.9% | +10.6% | -30.5% | -25.1% |
| 3M | +27.3% | +27.2% | +0.1% | +11.6% |
| 6M | -37.6% | +58.7% | -96.2% | -50.8% |
| YTD | -19.5% | +75.3% | -94.8% | -42.2% |
| 1Y | -47.1% | +71.1% | -118.2% | -61.7% |
| 3Y | +140.3% | +319.6% | -179.3% | -2.1% |
| 5Y | +49.5% | +195.7% | -146.1% | -38.0% |
| All | +599.5% | +53.7% | +545.9% | +198.3% |
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