+434.7%
MA vs OKTA
+601.1%
-166.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +1.1% |
| 7D | -1.7% | -2.4% | +0.7% | -1.4% |
| 30D | +1.7% | +13.0% | -11.3% | -1.2% |
| 3M | +17.2% | +41.7% | -24.5% | +9.2% |
| 6M | +13.3% | +105.9% | -92.6% | -2.8% |
| YTD | +0.2% | +92.6% | -92.4% | -13.4% |
| 1Y | -2.7% | +81.1% | -83.8% | -15.2% |
| 3Y | +39.1% | +84.8% | -45.8% | +15.8% |
| 5Y | +68.8% | -34.4% | +103.2% | +65.0% |
| All | +434.7% | +601.1% | -166.4% | +184.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling