-42.3%
MSTR vs OKTA
+114.8%
-157.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.7% | +4.4% | +4.9% |
| 7D | -1.8% | -14.2% | +12.4% | +3.2% |
| 30D | -13.3% | -12.5% | -0.8% | -9.6% |
| 3M | +46.0% | +29.2% | +16.7% | +33.4% |
| 6M | -22.4% | +147.3% | -169.8% | -44.5% |
| YTD | -6.2% | +120.9% | -127.1% | -27.1% |
| 1Y | -42.3% | +119.7% | -162.0% | -54.7% |
| All | -42.3% | +114.8% | -157.0% | -54.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling