+198.9%
OKTA vs MSFU
+88.0%
+110.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | +8.4% | -2.8% | +11.2% | +9.5% |
| 30D | -13.7% | -5.3% | -8.4% | -11.8% |
| 3M | +18.0% | +7.2% | +10.8% | +14.6% |
| 6M | +133.8% | +51.0% | +82.9% | +95.4% |
| YTD | +111.5% | -1.2% | +112.7% | +104.0% |
| 1Y | +118.3% | -10.3% | +128.6% | +117.7% |
| 3Y | +168.0% | +22.2% | +145.8% | +118.8% |
| All | +198.9% | +88.0% | +110.8% | +88.1% |
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