+120.8%
OKTA vs MAGS
+187.7%
-66.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +2.8% |
| 7D | +5.9% | +0.8% | +5.1% | +5.3% |
| 30D | +14.6% | +0.4% | +14.2% | +14.5% |
| 3M | +44.0% | +5.6% | +38.4% | +39.1% |
| 6M | +116.7% | +12.3% | +104.4% | +99.8% |
| YTD | +99.8% | +5.1% | +94.7% | +92.6% |
| 1Y | +84.1% | +14.0% | +70.1% | +67.6% |
| 3Y | +97.7% | +129.4% | -31.7% | +10.7% |
| All | +120.8% | +187.7% | -66.9% | +11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling