+625.6%
OKTA vs MAS
+149.9%
+475.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.7% |
| 7D | +2.6% | -0.8% | +3.4% | +3.0% |
| 30D | +16.0% | -5.6% | +21.6% | +18.8% |
| 3M | +38.2% | +4.4% | +33.7% | +33.9% |
| 6M | +137.8% | +7.2% | +130.6% | +124.1% |
| YTD | +97.3% | +16.1% | +81.2% | +77.1% |
| 1Y | +90.1% | +0.1% | +90.0% | +83.3% |
| 3Y | +98.0% | +28.3% | +69.7% | +61.8% |
| 5Y | -36.9% | +30.5% | -67.4% | -49.5% |
| All | +625.6% | +149.9% | +475.7% | +284.7% |
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 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