+499.5%
MS vs OKTA
+670.0%
-170.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +5.1% | +8.4% | -3.3% | +4.0% |
| 30D | +5.7% | -13.7% | +19.4% | +7.5% |
| 3M | -12.2% | +18.0% | -30.2% | -15.0% |
| 6M | -0.5% | +133.8% | -134.3% | -13.3% |
| YTD | +9.8% | +111.5% | -101.7% | -3.6% |
| 1Y | +17.7% | +118.3% | -100.6% | +2.8% |
| 3Y | +176.8% | +168.0% | +8.8% | +130.8% |
| 5Y | +123.7% | -30.1% | +153.8% | +110.2% |
| All | +499.5% | +670.0% | -170.5% | +288.2% |
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