-35.2%
OKTA vs MSCI
-11.2%
-24.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +2.7% |
| 7D | +5.9% | -1.1% | +7.0% | +6.7% |
| 30D | +14.6% | -1.2% | +15.7% | +15.6% |
| 3M | +44.0% | -8.4% | +52.4% | +51.3% |
| 6M | +116.7% | -1.0% | +117.8% | +117.3% |
| YTD | +99.8% | -2.3% | +102.0% | +100.6% |
| 1Y | +84.1% | -1.2% | +85.2% | +81.4% |
| 3Y | +97.7% | +7.9% | +89.8% | +71.8% |
| 5Y | -35.2% | -10.1% | -25.1% | -37.9% |
| All | -35.2% | -11.2% | -24.0% | -37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling