-93.7%
MSTU vs FROG
+73.1%
-166.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -5.8% |
| 7D | +12.9% | -4.8% | +17.7% | +15.6% |
| 30D | +68.3% | -0.9% | +69.3% | +71.3% |
| 3M | +0.4% | +7.5% | -7.1% | -2.1% |
| 6M | -41.5% | +107.0% | -148.5% | -58.0% |
| YTD | -61.7% | +39.8% | -101.5% | -67.4% |
| 1Y | -93.7% | +74.8% | -168.5% | -94.7% |
| All | -93.7% | +73.1% | -166.7% | -94.7% |
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