+119.7%
OKTA vs MGY
+8.9%
+110.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.2% | +6.0% | +0.6% |
| 7D | -14.2% | -12.1% | -2.1% | -14.4% |
| 30D | -12.5% | -2.6% | -9.9% | -12.0% |
| 3M | +29.2% | -4.2% | +33.5% | +30.6% |
| 6M | +147.3% | -23.9% | +171.3% | +150.6% |
| YTD | +120.9% | +8.8% | +112.1% | +129.8% |
| 1Y | +119.7% | +9.5% | +110.2% | +125.6% |
| All | +119.7% | +8.9% | +110.7% | +125.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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