+40.1%
MA vs OKTA
+91.3%
-51.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.3% | -1.3% |
| 7D | -1.8% | +0.7% | -2.5% | -1.8% |
| 30D | +1.4% | +13.0% | -11.6% | +0.5% |
| 3M | +17.7% | +43.4% | -25.7% | +14.5% |
| 6M | +9.7% | +107.6% | -98.0% | +3.0% |
| YTD | +0.5% | +93.8% | -93.3% | -5.4% |
| 1Y | -2.1% | +80.8% | -82.9% | -7.4% |
| 3Y | +40.1% | +91.8% | -51.7% | +32.1% |
| All | +40.1% | +91.3% | -51.2% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling