+617.5%
OKTA vs MOS
-8.7%
+626.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.5% |
| 7D | -19.0% | +21.6% | -40.6% | -21.5% |
| 30D | -22.6% | +12.0% | -34.6% | -24.2% |
| 3M | +17.5% | -3.9% | +21.4% | +17.4% |
| 6M | +117.8% | -3.3% | +121.2% | +116.3% |
| YTD | +95.1% | -4.6% | +99.7% | +93.3% |
| 1Y | +96.4% | -7.0% | +103.4% | +95.1% |
| 3Y | +149.0% | -24.4% | +173.4% | +151.1% |
| 5Y | -33.8% | -32.1% | -1.7% | -32.7% |
| All | +617.5% | -8.7% | +626.2% | +595.9% |
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