+90.1%
OKTA vs MSI
-0.7%
+90.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | 0.0% |
| 7D | +2.6% | -3.7% | +6.3% | +2.2% |
| 30D | +16.0% | +6.8% | +9.2% | +16.9% |
| 3M | +38.2% | +14.3% | +23.9% | +39.9% |
| 6M | +137.8% | -1.6% | +139.4% | +132.8% |
| YTD | +97.3% | +22.8% | +74.5% | +101.0% |
| 1Y | +90.1% | -1.1% | +91.2% | +93.8% |
| All | +90.1% | -0.7% | +90.8% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 1y: compounded portfolio wealth divided by compounded MSI 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…
1y analysis · Full analysis span regression · 6 months rolling