-33.3%
OKTA vs MOH
-19.7%
-13.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.0% | -4.7% | -2.8% |
| 7D | -2.4% | +1.7% | -4.1% | -2.5% |
| 30D | +13.0% | -0.9% | +13.9% | +13.1% |
| 3M | +41.7% | +5.7% | +36.0% | +41.3% |
| 6M | +105.9% | +39.1% | +66.8% | +101.5% |
| YTD | +92.6% | +17.7% | +74.9% | +89.5% |
| 1Y | +81.1% | +8.4% | +72.7% | +79.0% |
| 3Y | +84.8% | -36.6% | +121.4% | +89.5% |
| All | -33.3% | -19.7% | -13.6% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 5y: compounded portfolio wealth divided by compounded MOH 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…
5y analysis · Full analysis span regression · 6 months rolling