+308.9%
MSTR vs TOST
+55.9%
+252.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +12.2% | -3.4% | +15.6% | +14.2% |
| 30D | +45.2% | -2.4% | +47.6% | +46.2% |
| 3M | +10.4% | +34.6% | -24.2% | -7.9% |
| 6M | -2.5% | +15.2% | -17.7% | -12.7% |
| YTD | -6.0% | -4.4% | -1.6% | -6.6% |
| 1Y | -56.4% | -17.4% | -39.0% | -53.1% |
| All | +308.9% | +55.9% | +252.9% | +226.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling