+88.5%
MA vs OKTA
-30.1%
+118.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +1.3% | +8.4% | -7.1% | +0.4% |
| 30D | +9.6% | -13.7% | +23.3% | +10.9% |
| 3M | +16.8% | +18.0% | -1.2% | +13.3% |
| 6M | +35.2% | +133.8% | -98.7% | +19.1% |
| YTD | +16.6% | +111.5% | -94.9% | +3.3% |
| 1Y | +19.8% | +118.3% | -98.6% | +5.7% |
| 3Y | +70.7% | +168.0% | -97.3% | +41.6% |
| All | +88.5% | -30.1% | +118.6% | +99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling