+168.0%
OKTA vs MSI
+76.4%
+91.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +8.4% | +3.2% | +5.2% | +8.0% |
| 30D | -13.7% | +17.6% | -31.3% | -15.7% |
| 3M | +18.0% | +14.5% | +3.5% | +15.7% |
| 6M | +133.8% | +34.3% | +99.6% | +121.9% |
| YTD | +111.5% | +39.7% | +71.8% | +94.8% |
| 1Y | +118.3% | +40.2% | +78.2% | +100.9% |
| 3Y | +168.0% | +77.1% | +90.9% | +126.8% |
| All | +168.0% | +76.4% | +91.6% | +126.8% |
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 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