-42.3%
MSTR vs TOST
+2.2%
-44.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.5% | -0.4% | +2.8% |
| 7D | -1.8% | +10.7% | -12.5% | -5.9% |
| 30D | -13.3% | +17.7% | -31.1% | -19.0% |
| 3M | +46.0% | +4.6% | +41.4% | +42.0% |
| 6M | -22.4% | +20.3% | -42.7% | -29.6% |
| YTD | -6.2% | -0.4% | -5.8% | -11.6% |
| 1Y | -42.3% | -0.8% | -41.5% | -45.7% |
| All | -42.3% | +2.2% | -44.5% | -45.7% |
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