+181.1%
MRSH vs OKTA
+601.1%
-420.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | 0.0% |
| 7D | -4.8% | -2.4% | -2.4% | -4.6% |
| 30D | -6.3% | +13.0% | -19.4% | -7.8% |
| 3M | +5.8% | +41.7% | -35.9% | +1.6% |
| 6M | +2.8% | +105.9% | -103.1% | -5.7% |
| YTD | -3.1% | +92.6% | -95.7% | -10.8% |
| 1Y | -11.3% | +81.1% | -92.3% | -17.9% |
| 3Y | -5.0% | +84.8% | -89.8% | -14.2% |
| 5Y | +19.2% | -34.4% | +53.6% | +16.9% |
| All | +181.1% | +601.1% | -420.0% | +103.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling