+625.9%
MSTR vs OKTA
+627.3%
-1.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.1% | -5.9% | -4.1% |
| 7D | +7.7% | +5.9% | +1.8% | +5.3% |
| 30D | +36.3% | +14.6% | +21.8% | +27.3% |
| 3M | +13.4% | +44.0% | -30.6% | -4.7% |
| 6M | -4.5% | +116.7% | -121.2% | -36.0% |
| YTD | -12.7% | +99.8% | -112.4% | -39.6% |
| 1Y | -59.6% | +84.1% | -143.7% | -70.8% |
| 3Y | +272.5% | +97.7% | +174.8% | +151.5% |
| 5Y | +107.1% | -35.2% | +142.3% | +97.0% |
| All | +625.9% | +627.3% | -1.4% | +331.0% |
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