+163.2%
OKTA vs MSCI
+33.6%
+129.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.2% |
| 7D | -6.0% | +2.7% | -8.6% | -6.9% |
| 30D | -23.2% | +16.2% | -39.4% | -28.0% |
| 3M | +18.3% | +17.1% | +1.2% | +10.6% |
| 6M | +112.6% | +13.0% | +99.6% | +101.4% |
| YTD | +106.3% | +15.8% | +90.5% | +93.6% |
| 1Y | +108.0% | +15.5% | +92.6% | +95.3% |
| 3Y | +163.2% | +32.3% | +130.9% | +123.8% |
| All | +163.2% | +33.6% | +129.5% | +123.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling