+525.9%
MSTR vs OKTA
+668.6%
-142.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.2% | -6.6% | -6.6% |
| 7D | -11.5% | +6.6% | -18.2% | -14.1% |
| 30D | -24.8% | -19.4% | -5.4% | -17.8% |
| 3M | +20.6% | +23.9% | -3.3% | +7.8% |
| 6M | -38.0% | +130.9% | -168.9% | -59.4% |
| YTD | -24.7% | +111.1% | -135.8% | -49.6% |
| 1Y | -49.1% | +115.5% | -164.6% | -66.2% |
| 3Y | +124.7% | +169.4% | -44.7% | +33.6% |
| 5Y | +40.9% | -30.2% | +71.1% | +29.0% |
| All | +525.9% | +668.6% | -142.7% | +259.0% |
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 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