+126.8%
OKTA vs MSTU
-86.5%
+213.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -8.6% | +6.9% | -0.9% |
| 7D | +0.7% | +16.1% | -15.4% | -1.2% |
| 30D | +13.0% | +68.7% | -55.7% | +6.8% |
| 3M | +43.4% | -11.0% | +54.4% | +41.0% |
| 6M | +107.6% | -33.4% | +141.0% | +105.7% |
| YTD | +93.8% | -59.5% | +153.3% | +94.8% |
| 1Y | +80.8% | -93.4% | +174.2% | +109.8% |
| All | +126.8% | -86.5% | +213.3% | +152.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling