+115.5%
OKTA vs MSCI
+12.8%
+102.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +1.0% |
| 7D | +6.6% | -0.7% | +7.3% | +7.0% |
| 30D | -19.4% | +16.2% | -35.6% | -26.0% |
| 3M | +23.9% | +16.1% | +7.8% | +14.0% |
| 6M | +130.9% | +12.9% | +118.0% | +115.5% |
| YTD | +111.1% | +14.8% | +96.3% | +97.6% |
| 1Y | +115.5% | +13.8% | +101.8% | +105.9% |
| All | +115.5% | +12.8% | +102.7% | +105.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling