+91.8%
OKTA vs MSI
+68.0%
+23.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.7% | +3.2% |
| 7D | +5.9% | -4.0% | +9.9% | +6.7% |
| 30D | +14.6% | -0.5% | +15.0% | +14.6% |
| 3M | +44.0% | +11.4% | +32.6% | +40.2% |
| 6M | +116.7% | +1.0% | +115.7% | +115.8% |
| YTD | +99.8% | +20.7% | +79.1% | +86.6% |
| 1Y | +84.1% | -2.7% | +86.7% | +86.9% |
| All | +91.8% | +68.0% | +23.7% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling