+115.0%
MSTR vs TOST
-46.9%
+161.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.5% |
| 7D | -1.2% | +9.4% | -10.6% | -6.3% |
| 30D | -15.9% | +13.5% | -29.4% | -21.9% |
| 3M | +33.1% | -0.1% | +33.3% | +31.9% |
| 6M | -31.0% | +22.5% | -53.5% | -40.9% |
| YTD | -15.1% | -2.4% | -12.8% | -17.3% |
| 1Y | -45.6% | -4.7% | -40.9% | -46.5% |
| 3Y | +180.5% | +103.2% | +77.3% | +70.2% |
| 5Y | +61.7% | -41.2% | +102.9% | +32.7% |
| All | +115.0% | -46.9% | +161.9% | +78.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling