+628.0%
OKTA vs MAS
+188.2%
+439.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -3.4% | -7.0% | -8.9% |
| 7D | -22.9% | +4.6% | -27.4% | -24.4% |
| 30D | -21.7% | +19.9% | -41.6% | -28.1% |
| 3M | +16.4% | +8.9% | +7.5% | +11.1% |
| 6M | +120.1% | +20.2% | +100.0% | +98.6% |
| YTD | +97.9% | +33.9% | +64.1% | +65.6% |
| 1Y | +96.4% | +34.7% | +61.8% | +63.6% |
| 3Y | +144.9% | +60.4% | +84.6% | +79.1% |
| 5Y | -32.8% | +43.5% | -76.3% | -48.8% |
| All | +628.0% | +188.2% | +439.8% | +259.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling