+180.5%
MSTR vs FROG
+274.0%
-93.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +35.3% | -35.6% | -9.4% |
| 7D | -1.2% | +7.0% | -8.2% | -4.2% |
| 30D | -15.9% | +2.9% | -18.8% | -17.5% |
| 3M | +33.1% | +21.6% | +11.5% | +24.7% |
| 6M | -31.0% | +87.7% | -118.6% | -43.1% |
| YTD | -15.1% | +61.7% | -76.8% | -28.6% |
| 1Y | -45.6% | +113.7% | -159.3% | -58.2% |
| 3Y | +180.5% | +267.7% | -87.2% | +90.9% |
| All | +180.5% | +274.0% | -93.5% | +90.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling