-46.5%
MSTR vs FROG
+85.3%
-131.8%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.7% | -5.2% | -3.1% |
| 7D | -13.4% | +12.5% | -25.9% | -15.9% |
| 30D | -22.1% | +23.5% | -45.6% | -26.2% |
| 3M | +15.0% | +19.4% | -4.4% | +9.7% |
| 6M | -37.3% | +77.0% | -114.3% | -45.3% |
| YTD | -26.5% | +81.9% | -108.4% | -37.4% |
| 1Y | -46.5% | +90.7% | -137.1% | -54.2% |
| All | -46.5% | +85.3% | -131.8% | -54.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling