-29.7%
OKTA vs MSI
+124.3%
-154.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +8.4% | +3.2% | +5.2% | +6.7% |
| 30D | -13.7% | +17.6% | -31.3% | -20.7% |
| 3M | +18.0% | +14.5% | +3.5% | +9.7% |
| 6M | +133.8% | +34.3% | +99.6% | +97.7% |
| YTD | +111.5% | +39.7% | +71.8% | +69.4% |
| 1Y | +118.3% | +40.2% | +78.2% | +74.2% |
| 3Y | +168.0% | +77.1% | +90.9% | +65.1% |
| All | -29.7% | +124.3% | -154.0% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling