+119.7%
OKTA vs MAGS
+5.9%
+113.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | -1.0% |
| 7D | -14.2% | -1.4% | -12.8% | -13.3% |
| 30D | -12.5% | -4.4% | -8.1% | -9.4% |
| 3M | +29.2% | +1.9% | +27.3% | +28.4% |
| 6M | +147.3% | +4.9% | +142.4% | +139.8% |
| YTD | +120.9% | +6.5% | +114.4% | +115.2% |
| 1Y | +119.7% | +6.3% | +113.4% | +113.6% |
| All | +119.7% | +5.9% | +113.8% | +113.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 1y: compounded portfolio wealth divided by compounded MAGS 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…
1y analysis · Full analysis span regression · 6 months rolling