+617.5%
OKTA vs MAS
+183.8%
+433.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.8% |
| 7D | -19.0% | +2.4% | -21.3% | -19.9% |
| 30D | -22.6% | +19.8% | -42.5% | -28.9% |
| 3M | +17.5% | +9.8% | +7.7% | +11.7% |
| 6M | +117.8% | +15.8% | +102.1% | +99.9% |
| YTD | +95.1% | +31.8% | +63.3% | +64.3% |
| 1Y | +96.4% | +35.4% | +61.1% | +62.9% |
| 3Y | +149.0% | +59.2% | +89.7% | +82.4% |
| 5Y | -33.8% | +41.2% | -75.1% | -49.2% |
| All | +617.5% | +183.8% | +433.8% | +257.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling