+580.4%
MS vs OKTA
+618.3%
-37.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.8% |
| 3M | +0.3% | +38.2% | -37.9% | -4.8% |
| 6M | +31.3% | +137.8% | -106.5% | +14.1% |
| YTD | +24.7% | +97.3% | -72.6% | +11.0% |
| 1Y | +47.9% | +90.1% | -42.2% | +32.2% |
| 3Y | +178.3% | +98.0% | +80.3% | +142.2% |
| 5Y | +144.9% | -36.9% | +181.8% | +134.2% |
| All | +580.4% | +618.3% | -37.9% | +347.2% |
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 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