+675.2%
OKTA vs MSCI
+654.1%
+21.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.7% |
| 7D | -4.6% | -1.9% | -2.7% | -3.2% |
| 30D | -19.7% | +16.5% | -36.2% | -28.1% |
| 3M | +21.2% | +18.2% | +3.0% | +7.6% |
| 6M | +123.1% | +14.0% | +109.1% | +101.3% |
| YTD | +110.8% | +16.6% | +94.2% | +86.3% |
| 1Y | +113.0% | +14.8% | +98.1% | +90.0% |
| 3Y | +168.9% | +33.3% | +135.7% | +103.2% |
| 5Y | -28.7% | +9.1% | -37.7% | -38.4% |
| All | +675.2% | +654.1% | +21.1% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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