+681.2%
MSTR vs OKTA
+618.3%
+62.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +12.2% | +2.6% | +9.5% | +11.3% |
| 30D | +45.2% | +16.0% | +29.1% | +34.9% |
| 3M | +10.4% | +38.2% | -27.8% | -5.6% |
| 6M | -2.5% | +137.8% | -140.3% | -37.8% |
| YTD | -6.0% | +97.3% | -103.3% | -34.6% |
| 1Y | -56.4% | +90.1% | -146.5% | -69.0% |
| 3Y | +306.3% | +98.0% | +208.3% | +174.3% |
| 5Y | +100.5% | -36.9% | +137.4% | +92.6% |
| All | +681.2% | +618.3% | +62.9% | +366.5% |
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