+131.6%
OKTA vs MSTZ
-99.1%
+230.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.6% | -7.5% | -0.3% |
| 7D | +0.4% | +24.8% | -24.4% | +2.7% |
| 30D | +13.8% | -59.2% | +73.0% | +7.8% |
| 3M | +48.9% | -56.9% | +105.8% | +44.4% |
| 6M | +114.9% | -57.6% | +172.5% | +113.3% |
| YTD | +97.9% | -73.6% | +171.5% | +96.5% |
| 1Y | +89.7% | -15.6% | +105.2% | +113.9% |
| All | +131.6% | -99.1% | +230.7% | +144.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling