+90.1%
OKTA vs MOS
-17.5%
+107.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | 0.0% |
| 7D | +2.6% | +9.5% | -6.9% | +2.1% |
| 30D | +16.0% | +10.4% | +5.6% | +15.3% |
| 3M | +38.2% | +12.9% | +25.3% | +36.8% |
| 6M | +137.8% | +1.2% | +136.6% | +137.6% |
| YTD | +97.3% | +9.3% | +88.0% | +97.9% |
| 1Y | +90.1% | -18.0% | +108.1% | +98.4% |
| All | +90.1% | -17.5% | +107.6% | +98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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