+96.8%
OKTA vs MTSI
+21.8%
+75.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.8% | -12.3% | -2.1% |
| 7D | -19.0% | -10.0% | -9.0% | -18.4% |
| 30D | -22.6% | -37.2% | +14.6% | -23.0% |
| 3M | +17.5% | -30.1% | +47.6% | +18.4% |
| 6M | +117.8% | -31.9% | +149.7% | +112.7% |
| YTD | +95.1% | +23.2% | +71.9% | +81.9% |
| All | +96.8% | +21.8% | +75.0% | +84.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling