-34.6%
OKTA vs MAS
+39.2%
-73.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.6% |
| 7D | -19.0% | +2.0% | -21.0% | -19.8% |
| 30D | -22.6% | +19.4% | -42.0% | -29.3% |
| 3M | +17.5% | +9.4% | +8.1% | +11.6% |
| 6M | +117.8% | +15.3% | +102.5% | +98.4% |
| YTD | +95.1% | +31.3% | +63.8% | +60.3% |
| 1Y | +96.4% | +34.9% | +61.6% | +58.3% |
| 3Y | +149.0% | +58.6% | +90.4% | +62.5% |
| All | -34.6% | +39.2% | -73.8% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling