+184.7%
MS vs OKTA
+97.2%
+87.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +1.4% | +2.6% | -1.3% | +1.0% |
| 30D | -0.3% | +16.0% | -16.3% | -2.7% |
| 3M | +0.3% | +38.2% | -37.9% | -4.7% |
| 6M | +31.3% | +137.8% | -106.5% | +13.1% |
| YTD | +24.7% | +97.3% | -72.6% | +10.6% |
| 1Y | +47.9% | +90.1% | -42.2% | +31.8% |
| All | +184.7% | +97.2% | +87.5% | +140.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling