+115.6%
MSTR vs TOST
-46.1%
+161.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.6% | -8.7% | -8.9% |
| 7D | -8.7% | +11.6% | -20.3% | -14.4% |
| 30D | -21.4% | +16.2% | -37.7% | -28.0% |
| 3M | +31.4% | +1.0% | +30.4% | +29.4% |
| 6M | -30.8% | +23.2% | -54.0% | -41.0% |
| YTD | -14.9% | -1.0% | -13.9% | -17.7% |
| 1Y | -49.3% | -9.9% | -39.4% | -48.3% |
| 3Y | +184.8% | +101.0% | +83.8% | +73.9% |
| 5Y | +62.1% | -40.4% | +102.5% | +32.1% |
| All | +115.6% | -46.1% | +161.8% | +77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling