+119.7%
OKTA vs MCO
+9.9%
+109.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.9% | -4.2% | -1.4% |
| 7D | -14.2% | +10.7% | -24.9% | -18.3% |
| 30D | -12.5% | +17.9% | -30.4% | -19.9% |
| 3M | +29.2% | +9.5% | +19.8% | +22.4% |
| 6M | +147.3% | +18.1% | +129.3% | +120.9% |
| YTD | +120.9% | +4.1% | +116.8% | +112.3% |
| 1Y | +119.7% | +9.3% | +110.3% | +108.0% |
| All | +119.7% | +9.9% | +109.8% | +108.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling