+655.3%
OKTA vs MOS
-7.0%
+662.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.8% | +3.4% | +5.0% |
| 7D | -3.9% | +19.7% | -23.6% | -6.6% |
| 30D | -23.5% | +21.5% | -45.0% | -25.8% |
| 3M | +19.7% | -0.4% | +20.1% | +19.0% |
| 6M | +111.6% | +4.5% | +107.1% | +107.8% |
| YTD | +105.4% | -2.9% | +108.3% | +102.9% |
| 1Y | +108.4% | -7.7% | +116.1% | +107.3% |
| 3Y | +167.8% | -25.6% | +193.5% | +171.0% |
| 5Y | -33.8% | -31.2% | -2.7% | -32.9% |
| All | +655.3% | -7.0% | +662.3% | +630.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling