+625.6%
OKTA vs MSCI
+553.2%
+72.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | +2.6% | +0.4% | +2.2% | +2.4% |
| 30D | +16.0% | +0.6% | +15.5% | +15.7% |
| 3M | +38.2% | -7.1% | +45.2% | +43.8% |
| 6M | +137.8% | +0.8% | +137.0% | +135.3% |
| YTD | +97.3% | +1.0% | +96.3% | +93.7% |
| 1Y | +90.1% | +4.3% | +85.8% | +80.4% |
| 3Y | +98.0% | +9.9% | +88.1% | +72.4% |
| 5Y | -36.9% | -6.8% | -30.1% | -39.2% |
| All | +625.6% | +553.2% | +72.5% | +64.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling