+137.8%
MSTR vs OKTA
+168.2%
-30.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.8% |
| 7D | -10.7% | -6.0% | -4.8% | -8.2% |
| 30D | -21.6% | -23.2% | +1.6% | -11.9% |
| 3M | +24.4% | +18.3% | +6.1% | +12.8% |
| 6M | -35.5% | +112.6% | -148.0% | -58.4% |
| YTD | -20.3% | +106.3% | -126.6% | -48.7% |
| 1Y | -49.3% | +108.0% | -157.4% | -67.5% |
| 3Y | +137.8% | +163.2% | -25.4% | +36.6% |
| All | +137.8% | +168.2% | -30.4% | +36.6% |
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