+608.2%
OKTA vs MOH
+336.1%
+272.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.0% | -4.7% | -3.0% |
| 7D | -2.4% | +1.7% | -4.1% | -2.7% |
| 30D | +13.0% | -0.9% | +13.9% | +13.1% |
| 3M | +41.7% | +5.7% | +36.0% | +39.9% |
| 6M | +105.9% | +39.1% | +66.8% | +92.9% |
| YTD | +92.6% | +17.7% | +74.9% | +82.7% |
| 1Y | +81.1% | +8.4% | +72.7% | +73.2% |
| 3Y | +84.8% | -36.6% | +121.4% | +89.6% |
| 5Y | -34.4% | -19.1% | -15.4% | -38.0% |
| All | +608.2% | +336.1% | +272.1% | +450.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling