+677.8%
OKTA vs MSCI
+652.6%
+25.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.2% | -0.7% |
| 7D | +8.4% | +3.0% | +5.4% | +6.2% |
| 30D | -13.7% | +17.8% | -31.5% | -23.3% |
| 3M | +18.0% | +15.2% | +2.8% | +6.5% |
| 6M | +133.8% | +16.5% | +117.4% | +107.8% |
| YTD | +111.5% | +16.4% | +95.1% | +87.2% |
| 1Y | +118.3% | +16.8% | +101.5% | +92.4% |
| 3Y | +168.0% | +35.8% | +132.3% | +99.6% |
| 5Y | -30.1% | +7.0% | -37.0% | -38.8% |
| All | +677.8% | +652.6% | +25.2% | +58.7% |
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