+131.6%
OKTA vs MSTU
-88.1%
+219.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.8% | +5.9% | -0.3% |
| 7D | +0.4% | -22.0% | +22.4% | +2.8% |
| 30D | +13.8% | +60.3% | -46.5% | +8.1% |
| 3M | +48.9% | -3.7% | +52.6% | +45.6% |
| 6M | +114.9% | -45.2% | +160.1% | +116.9% |
| YTD | +97.9% | -64.3% | +162.2% | +101.3% |
| 1Y | +89.7% | -94.0% | +183.7% | +122.3% |
| All | +131.6% | -88.1% | +219.7% | +160.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling