+84.8%
OKTA vs MKSI
+190.8%
-106.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.1% | -4.8% | -3.2% |
| 7D | -2.4% | +2.7% | -5.1% | -3.0% |
| 30D | +13.0% | -12.8% | +25.8% | +16.3% |
| 3M | +41.7% | -22.5% | +64.2% | +47.2% |
| 6M | +105.9% | +19.4% | +86.5% | +88.5% |
| YTD | +92.6% | +67.7% | +24.8% | +57.0% |
| 1Y | +81.1% | +131.4% | -50.3% | +31.9% |
| 3Y | +84.8% | +197.3% | -112.5% | +8.5% |
| All | +84.8% | +190.8% | -106.0% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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