+296.1%
MNST vs OKTA
+667.4%
-371.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.0% | -0.1% |
| 7D | -6.9% | -4.6% | -2.3% | -6.5% |
| 30D | +3.7% | -19.7% | +23.5% | +5.6% |
| 3M | -0.3% | +21.2% | -21.5% | -3.4% |
| 6M | +5.1% | +123.1% | -118.0% | -6.0% |
| YTD | +18.4% | +110.8% | -92.3% | +5.9% |
| 1Y | +26.3% | +113.0% | -86.7% | +12.7% |
| 3Y | +64.3% | +168.9% | -104.7% | +38.4% |
| 5Y | +96.8% | -28.7% | +125.5% | +91.6% |
| All | +296.1% | +667.4% | -371.3% | +180.1% |
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 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