+115.5%
OKTA vs MAS
+38.6%
+76.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.1% |
| 7D | +6.6% | +1.2% | +5.5% | +6.7% |
| 30D | -19.4% | +21.6% | -41.0% | -18.6% |
| 3M | +23.9% | +14.1% | +9.8% | +25.2% |
| 6M | +130.9% | +22.6% | +108.3% | +133.5% |
| YTD | +111.1% | +35.4% | +75.7% | +111.7% |
| 1Y | +115.5% | +37.5% | +78.1% | +114.8% |
| All | +115.5% | +38.6% | +76.9% | +114.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling