-35.2%
OKTA vs MSI
+97.7%
-132.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.7% | +3.4% |
| 7D | +5.9% | -4.0% | +9.9% | +8.1% |
| 30D | +14.6% | -0.5% | +15.0% | +14.6% |
| 3M | +44.0% | +11.4% | +32.6% | +34.5% |
| 6M | +116.7% | +1.0% | +115.7% | +112.8% |
| YTD | +99.8% | +20.7% | +79.1% | +72.6% |
| 1Y | +84.1% | -2.7% | +86.7% | +83.4% |
| 3Y | +97.7% | +68.2% | +29.5% | +20.4% |
| 5Y | -35.2% | +100.0% | -135.1% | -69.7% |
| All | -35.2% | +97.7% | -132.9% | -69.7% |
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