+625.6%
OKTA vs MSI
+535.1%
+90.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.5% |
| 7D | +2.6% | -3.7% | +6.3% | +4.4% |
| 30D | +16.0% | +6.8% | +9.2% | +11.8% |
| 3M | +38.2% | +14.3% | +23.9% | +28.6% |
| 6M | +137.8% | -1.6% | +139.4% | +136.5% |
| YTD | +97.3% | +22.8% | +74.5% | +73.7% |
| 1Y | +90.1% | -1.1% | +91.2% | +86.9% |
| 3Y | +98.0% | +70.5% | +27.5% | +41.0% |
| 5Y | -36.9% | +102.8% | -139.7% | -59.7% |
| All | +625.6% | +535.1% | +90.5% | +158.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling