-35.6%
OKTA vs MOS
-8.7%
-26.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.1% |
| 7D | +2.6% | +9.5% | -6.9% | +0.9% |
| 30D | +16.0% | +10.4% | +5.6% | +13.6% |
| 3M | +38.2% | +12.9% | +25.3% | +34.3% |
| 6M | +137.8% | +1.2% | +136.6% | +134.5% |
| YTD | +97.3% | +9.3% | +88.0% | +91.1% |
| 1Y | +90.1% | -18.0% | +108.1% | +94.7% |
| 3Y | +98.0% | -29.0% | +127.0% | +103.7% |
| All | -35.6% | -8.7% | -26.9% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling