+639.3%
MSTR vs FROG
+4.7%
+634.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -13.6% | +4.3% | -3.7% |
| 7D | -8.7% | -24.5% | +15.8% | +2.1% |
| 30D | -21.4% | -24.3% | +2.8% | -12.3% |
| 3M | +31.4% | -11.7% | +43.2% | +37.0% |
| 6M | -30.8% | +37.1% | -68.0% | -41.6% |
| YTD | -14.9% | +19.5% | -34.4% | -26.8% |
| 1Y | -49.3% | +61.8% | -111.1% | -62.9% |
| 3Y | +184.8% | +178.1% | +6.7% | +40.8% |
| 5Y | +62.1% | +91.2% | -29.1% | -18.8% |
| All | +639.3% | +4.7% | +634.6% | +277.6% |
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