+112.4%
MS vs OKTA
-33.8%
+146.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.4% |
| 7D | -1.6% | -19.0% | +17.4% | +1.2% |
| 30D | -3.8% | -22.6% | +18.8% | -0.7% |
| 3M | -14.6% | +17.5% | -32.1% | -17.5% |
| 6M | -5.1% | +117.8% | -122.9% | -17.1% |
| YTD | +4.5% | +95.1% | -90.6% | -7.9% |
| 1Y | +13.5% | +96.4% | -82.9% | 0.0% |
| 3Y | +160.4% | +149.0% | +11.4% | +117.5% |
| All | +112.4% | -33.8% | +146.2% | +103.5% |
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