-92.7%
MSTU vs FROG
+83.7%
-176.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.3% | +0.2% | -1.5% |
| 7D | +21.3% | -11.3% | +32.6% | +29.2% |
| 30D | +90.8% | +3.6% | +87.2% | +90.2% |
| 3M | -6.8% | +1.7% | -8.4% | -6.3% |
| 6M | -39.8% | +123.5% | -163.4% | -58.3% |
| YTD | -55.7% | +40.2% | -95.9% | -62.3% |
| 1Y | -92.7% | +81.0% | -173.7% | -94.3% |
| All | -92.7% | +83.7% | -176.4% | -94.3% |
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 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