+163.2%
OKTA vs MAS
+59.6%
+103.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.7% |
| 7D | -6.0% | +3.6% | -9.6% | -6.5% |
| 30D | -23.2% | +23.8% | -47.0% | -26.5% |
| 3M | +18.3% | +14.4% | +3.9% | +15.0% |
| 6M | +112.6% | +19.7% | +92.8% | +103.0% |
| YTD | +106.3% | +36.0% | +70.3% | +86.9% |
| 1Y | +108.0% | +40.4% | +67.7% | +85.9% |
| 3Y | +163.2% | +58.9% | +104.3% | +103.8% |
| All | +163.2% | +59.6% | +103.6% | +103.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling