+617.5%
OKTA vs MTSI
+316.4%
+301.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.8% | -12.3% | -4.6% |
| 7D | -19.0% | -10.0% | -9.0% | -16.7% |
| 30D | -22.6% | -37.2% | +14.6% | -12.1% |
| 3M | +17.5% | -30.1% | +47.6% | +27.5% |
| 6M | +117.8% | -31.9% | +149.7% | +130.1% |
| YTD | +95.1% | +23.2% | +71.9% | +66.1% |
| 1Y | +96.4% | +26.4% | +70.1% | +65.3% |
| 3Y | +149.0% | +186.2% | -37.2% | +52.7% |
| 5Y | -33.8% | +187.0% | -220.9% | -59.7% |
| All | +617.5% | +316.4% | +301.1% | +245.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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