+612.9%
OKTA vs MOS
+7.4%
+605.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -2.1% |
| 7D | +0.7% | +7.1% | -6.4% | -0.3% |
| 30D | +13.0% | +15.0% | -2.1% | +10.4% |
| 3M | +43.4% | +24.1% | +19.3% | +38.2% |
| 6M | +107.6% | +2.7% | +104.9% | +104.8% |
| YTD | +93.8% | +12.2% | +81.6% | +88.3% |
| 1Y | +80.8% | -16.3% | +97.1% | +83.3% |
| 3Y | +91.8% | -23.3% | +115.1% | +93.8% |
| 5Y | -36.4% | -4.2% | -32.2% | -38.1% |
| All | +612.9% | +7.4% | +605.4% | +578.1% |
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