-49.3%
MSTR vs TOST
-6.2%
-43.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.6% | -8.7% | -9.0% |
| 7D | -8.7% | +11.6% | -20.3% | -12.8% |
| 30D | -21.4% | +16.2% | -37.7% | -26.2% |
| 3M | +31.4% | +1.0% | +30.4% | +29.9% |
| 6M | -30.8% | +23.2% | -54.0% | -38.2% |
| YTD | -14.9% | -1.0% | -13.9% | -20.2% |
| 1Y | -49.3% | -9.9% | -39.4% | -50.1% |
| All | -49.3% | -6.2% | -43.1% | -50.1% |
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