-2.2%
MA vs OKTA
+90.9%
-93.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -2.7% | +2.6% | -5.3% | -2.8% |
| 30D | +1.5% | +16.0% | -14.5% | +0.9% |
| 3M | +20.4% | +38.2% | -17.7% | +18.0% |
| 6M | +11.1% | +137.8% | -126.7% | +3.4% |
| YTD | +2.0% | +97.3% | -95.3% | -4.7% |
| 1Y | -2.2% | +90.1% | -92.3% | -9.1% |
| All | -2.2% | +90.9% | -93.0% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 OKTA 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