+125.3%
OKTA vs MSTU
-87.7%
+213.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.6% | -6.3% | -3.0% |
| 7D | -2.4% | -16.6% | +14.2% | -0.7% |
| 30D | +13.0% | +69.7% | -56.7% | +6.8% |
| 3M | +41.7% | -7.5% | +49.2% | +39.1% |
| 6M | +105.9% | -43.1% | +149.1% | +107.0% |
| YTD | +92.6% | -63.0% | +155.6% | +95.1% |
| 1Y | +81.1% | -93.8% | +174.8% | +111.4% |
| All | +125.3% | -87.7% | +213.0% | +152.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling