+179.6%
OKTA vs MSFU
+71.2%
+108.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.1% |
| 7D | +0.4% | -6.9% | +7.4% | +3.2% |
| 30D | +13.8% | -5.1% | +18.9% | +16.3% |
| 3M | +48.9% | +44.6% | +4.3% | +24.6% |
| 6M | +114.9% | +32.8% | +82.1% | +88.2% |
| YTD | +97.9% | -10.1% | +107.9% | +98.5% |
| 1Y | +89.7% | -19.4% | +109.1% | +96.4% |
| 3Y | +95.8% | +26.2% | +69.6% | +56.2% |
| All | +179.6% | +71.2% | +108.4% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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