+676.4%
OKTA vs MAS
+191.6%
+484.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +6.6% | +1.2% | +5.5% | +6.2% |
| 30D | -19.4% | +21.6% | -41.0% | -26.4% |
| 3M | +23.9% | +14.1% | +9.8% | +16.0% |
| 6M | +130.9% | +22.6% | +108.3% | +106.5% |
| YTD | +111.1% | +35.4% | +75.7% | +75.8% |
| 1Y | +115.5% | +37.5% | +78.1% | +77.8% |
| 3Y | +169.4% | +58.3% | +111.0% | +98.7% |
| 5Y | -30.2% | +39.1% | -69.3% | -46.1% |
| All | +676.4% | +191.6% | +484.9% | +282.1% |
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