+625.6%
OKTA vs MOS
+4.7%
+621.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.1% |
| 7D | +2.6% | +9.5% | -6.9% | +1.2% |
| 30D | +16.0% | +10.4% | +5.6% | +14.1% |
| 3M | +38.2% | +12.9% | +25.3% | +35.0% |
| 6M | +137.8% | +1.2% | +136.6% | +135.1% |
| YTD | +97.3% | +9.3% | +88.0% | +92.5% |
| 1Y | +90.1% | -18.0% | +108.1% | +93.3% |
| 3Y | +98.0% | -29.0% | +127.0% | +102.3% |
| 5Y | -36.9% | -9.6% | -27.3% | -38.1% |
| All | +625.6% | +4.7% | +621.0% | +593.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling