+178.8%
OKTA vs MSFU
+76.3%
+102.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +1.8% |
| 7D | +2.6% | -5.7% | +8.3% | +5.0% |
| 30D | +16.0% | +4.2% | +11.8% | +14.1% |
| 3M | +38.2% | +27.9% | +10.3% | +22.3% |
| 6M | +137.8% | +37.1% | +100.7% | +105.8% |
| YTD | +97.3% | -7.4% | +104.7% | +95.6% |
| 1Y | +90.1% | -19.6% | +109.7% | +97.0% |
| 3Y | +98.0% | +33.2% | +64.8% | +54.2% |
| All | +178.8% | +76.3% | +102.5% | +80.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling