-56.4%
MSTR vs TOST
-20.0%
-36.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +12.2% | -3.4% | +15.6% | +13.8% |
| 30D | +45.2% | -2.4% | +47.6% | +45.8% |
| 3M | +10.4% | +34.6% | -24.2% | -4.5% |
| 6M | -2.5% | +15.2% | -17.7% | -10.4% |
| YTD | -6.0% | -4.4% | -1.6% | -8.0% |
| 1Y | -56.4% | -17.4% | -39.0% | -52.8% |
| All | -56.4% | -20.0% | -36.4% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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