+119.7%
OKTA vs MSTU
-88.0%
+207.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.3% | -9.6% | -0.5% |
| 7D | -14.2% | -4.8% | -9.4% | -13.8% |
| 30D | -12.5% | -29.6% | +17.1% | -9.5% |
| 3M | +29.2% | +69.4% | -40.1% | +20.5% |
| 6M | +147.3% | -62.2% | +209.6% | +157.3% |
| YTD | +120.9% | -61.1% | +182.0% | +120.4% |
| 1Y | +119.7% | -87.2% | +206.8% | +139.6% |
| All | +119.7% | -88.0% | +207.6% | +139.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 1y: compounded portfolio wealth divided by compounded MSTU 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…
1y analysis · Full analysis span regression · 6 months rolling