+112.8%
OKTA vs MAGS
+190.0%
-77.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -3.4% |
| 7D | -2.4% | +0.6% | -3.1% | -2.8% |
| 30D | +13.0% | +3.2% | +9.8% | +10.9% |
| 3M | +41.7% | +7.7% | +34.0% | +35.0% |
| 6M | +105.9% | +12.5% | +93.5% | +89.7% |
| YTD | +92.6% | +6.0% | +86.6% | +84.6% |
| 1Y | +81.1% | +14.4% | +66.7% | +64.4% |
| 3Y | +84.8% | +127.5% | -42.7% | +3.9% |
| All | +112.8% | +190.0% | -77.2% | +6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling