+716.5%
MSTR vs FROG
+22.9%
+693.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | 0.0% |
| 7D | +12.2% | -11.3% | +23.4% | +17.7% |
| 30D | +45.2% | +3.6% | +41.5% | +42.8% |
| 3M | +10.4% | +1.7% | +8.7% | +8.5% |
| 6M | -2.5% | +123.5% | -126.0% | -33.2% |
| YTD | -6.0% | +40.2% | -46.3% | -23.7% |
| 1Y | -56.4% | +81.0% | -137.4% | -69.1% |
| 3Y | +306.3% | +194.8% | +111.5% | +98.9% |
| 5Y | +100.5% | +131.8% | -31.3% | -5.9% |
| All | +716.5% | +22.9% | +693.6% | +293.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling