+147.5%
OKTA vs MSTU
-92.2%
+239.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.0% | +5.2% | +0.7% |
| 7D | +8.4% | -25.8% | +34.2% | +11.6% |
| 30D | -13.7% | -43.9% | +30.2% | -8.8% |
| 3M | +18.0% | +2.9% | +15.1% | +15.8% |
| 6M | +133.8% | -75.5% | +209.3% | +154.8% |
| YTD | +111.5% | -76.7% | +188.2% | +121.8% |
| 1Y | +118.3% | -88.9% | +207.3% | +142.9% |
| All | +147.5% | -92.2% | +239.7% | +187.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling