-86.8%
MSTU vs FROG
+208.4%
-295.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.0% | -7.6% | -8.0% |
| 7D | +16.1% | -5.5% | +21.6% | +20.3% |
| 30D | +68.7% | -3.1% | +71.8% | +74.1% |
| 3M | -11.0% | +1.2% | -12.2% | -11.3% |
| 6M | -33.4% | +113.7% | -147.0% | -61.2% |
| YTD | -59.5% | +38.9% | -98.4% | -68.4% |
| 1Y | -93.4% | +72.0% | -165.3% | -95.8% |
| All | -86.8% | +208.4% | -295.2% | -96.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling