-45.6%
MSTR vs TOST
-11.1%
-34.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.3% |
| 7D | -1.2% | +9.4% | -10.6% | -4.8% |
| 30D | -15.9% | +13.5% | -29.4% | -20.1% |
| 3M | +33.1% | -0.1% | +33.3% | +32.2% |
| 6M | -31.0% | +22.5% | -53.5% | -38.0% |
| YTD | -15.1% | -2.4% | -12.8% | -21.1% |
| 1Y | -45.6% | -4.7% | -40.9% | -49.1% |
| All | -45.6% | -11.1% | -34.6% | -49.1% |
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