+119.7%
OKTA vs MSI
+28.6%
+91.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.8% |
| 7D | -14.2% | +2.8% | -17.0% | -13.9% |
| 30D | -12.5% | +9.1% | -21.6% | -11.5% |
| 3M | +29.2% | +12.5% | +16.7% | +31.3% |
| 6M | +147.3% | +14.2% | +133.1% | +149.9% |
| YTD | +120.9% | +30.7% | +90.2% | +126.0% |
| 1Y | +119.7% | +27.5% | +92.1% | +136.8% |
| All | +119.7% | +28.6% | +91.1% | +136.8% |
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