+125.3%
OKTA vs MSTZ
-99.1%
+224.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.8% | +1.1% | -3.1% |
| 7D | -2.4% | +17.0% | -19.5% | -0.8% |
| 30D | +13.0% | -61.8% | +74.8% | +6.4% |
| 3M | +41.7% | -54.6% | +96.3% | +38.0% |
| 6M | +105.9% | -59.3% | +165.2% | +103.5% |
| YTD | +92.6% | -74.6% | +167.1% | +90.5% |
| 1Y | +81.1% | -18.8% | +99.9% | +103.4% |
| All | +125.3% | -99.1% | +224.5% | +136.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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