+90.0%
OKTA vs MAGS
+126.1%
-36.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +0.4% | -1.8% | +2.2% | +1.6% |
| 30D | +13.8% | +1.1% | +12.7% | +13.3% |
| 3M | +48.9% | +7.7% | +41.2% | +41.8% |
| 6M | +114.9% | +11.7% | +103.2% | +98.8% |
| YTD | +97.9% | +4.9% | +93.0% | +91.0% |
| 1Y | +89.7% | +14.3% | +75.3% | +72.1% |
| All | +90.0% | +126.1% | -36.1% | +6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling