+84.8%
OKTA vs MGY
+25.2%
+59.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | -2.4% | +3.5% | -5.9% | -3.0% |
| 30D | +13.0% | +5.3% | +7.8% | +11.9% |
| 3M | +41.7% | +2.6% | +39.1% | +40.5% |
| 6M | +105.9% | -3.3% | +109.2% | +106.0% |
| YTD | +92.6% | +29.2% | +63.3% | +78.4% |
| 1Y | +81.1% | +18.0% | +63.0% | +71.4% |
| 3Y | +84.8% | +30.0% | +54.8% | +60.7% |
| All | +84.8% | +25.2% | +59.7% | +60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling