-90.8%
MSTU vs FROG
+289.4%
-380.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.8% | -3.9% | -1.4% |
| 7D | -27.7% | +26.8% | -54.6% | -39.6% |
| 30D | -40.3% | +10.6% | -50.9% | -44.7% |
| 3M | +26.4% | +27.2% | -0.8% | +7.3% |
| 6M | -75.7% | +58.7% | -134.4% | -82.4% |
| YTD | -71.9% | +75.3% | -147.2% | -81.5% |
| 1Y | -89.3% | +71.1% | -160.4% | -92.8% |
| All | -90.8% | +289.4% | -380.3% | -97.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling