+66.3%
MA vs OKTA
-34.4%
+100.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -0.9% |
| 7D | -3.5% | +5.9% | -9.4% | -4.2% |
| 30D | +0.8% | +14.6% | -13.8% | -1.3% |
| 3M | +14.8% | +44.0% | -29.2% | +9.0% |
| 6M | +10.0% | +116.7% | -106.7% | -2.0% |
| YTD | -0.1% | +99.8% | -99.9% | -10.4% |
| 1Y | -2.2% | +84.1% | -86.3% | -11.4% |
| 3Y | +39.3% | +97.7% | -58.4% | +21.3% |
| 5Y | +66.3% | -35.2% | +101.5% | +77.8% |
| All | +66.3% | -34.4% | +100.8% | +77.8% |
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