-87.5%
MSTU vs FROG
+210.5%
-298.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -5.9% |
| 7D | +12.9% | -4.8% | +17.7% | +16.4% |
| 30D | +68.3% | -0.9% | +69.3% | +71.3% |
| 3M | +0.4% | +7.5% | -7.1% | -4.2% |
| 6M | -41.5% | +107.0% | -148.5% | -65.2% |
| YTD | -61.7% | +39.8% | -101.5% | -70.3% |
| 1Y | -93.7% | +74.8% | -168.5% | -96.1% |
| All | -87.5% | +210.5% | -298.1% | -96.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling