+94.6%
OKTA vs MTSI
+231.8%
-137.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -0.6% |
| 7D | +2.6% | +1.4% | +1.2% | +2.3% |
| 30D | +16.0% | +2.1% | +13.9% | +14.7% |
| 3M | +38.2% | -29.7% | +67.9% | +46.8% |
| 6M | +137.8% | +12.5% | +125.3% | +114.9% |
| YTD | +97.3% | +57.0% | +40.3% | +57.0% |
| 1Y | +90.1% | +103.9% | -13.8% | +34.7% |
| All | +94.6% | +231.8% | -137.3% | -5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling