-30.9%
OKTA vs MAS
+42.7%
-73.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +1.0% |
| 7D | -6.0% | +3.6% | -9.6% | -7.3% |
| 30D | -23.2% | +23.8% | -47.0% | -30.8% |
| 3M | +18.3% | +14.4% | +3.9% | +10.1% |
| 6M | +112.6% | +19.7% | +92.8% | +90.5% |
| YTD | +106.3% | +36.0% | +70.3% | +67.1% |
| 1Y | +108.0% | +40.4% | +67.7% | +64.7% |
| 3Y | +163.2% | +58.9% | +104.3% | +74.3% |
| 5Y | -30.9% | +44.5% | -75.4% | -51.6% |
| All | -30.9% | +42.7% | -73.5% | -51.6% |
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