+113.8%
MSTR vs OKTA
-36.4%
+150.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.6% | -3.5% |
| 7D | +9.3% | +0.7% | +8.6% | +9.2% |
| 30D | +36.5% | +13.0% | +23.5% | +26.4% |
| 3M | +7.3% | +43.4% | -36.1% | -13.4% |
| 6M | +2.2% | +107.6% | -105.4% | -36.8% |
| YTD | -10.2% | +93.8% | -104.0% | -42.7% |
| 1Y | -58.6% | +80.8% | -139.4% | -72.3% |
| 3Y | +283.2% | +91.8% | +191.4% | +132.1% |
| 5Y | +113.8% | -36.4% | +150.2% | +149.4% |
| All | +113.8% | -36.4% | +150.1% | +149.4% |
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