+627.8%
OKTA vs MSI
+529.5%
+98.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.4% |
| 7D | +0.4% | -1.8% | +2.2% | +1.2% |
| 30D | +13.8% | -0.6% | +14.5% | +14.0% |
| 3M | +48.9% | +13.0% | +35.9% | +39.2% |
| 6M | +114.9% | +0.5% | +114.4% | +111.8% |
| YTD | +97.9% | +21.7% | +76.2% | +74.9% |
| 1Y | +89.7% | -2.6% | +92.3% | +87.9% |
| 3Y | +95.8% | +69.7% | +26.2% | +39.7% |
| 5Y | -32.6% | +102.8% | -135.4% | -56.9% |
| All | +627.8% | +529.5% | +98.3% | +160.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling