+167.8%
OKTA vs MTSI
+211.6%
-43.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +9.0% | -3.8% | +3.4% |
| 7D | -3.9% | +3.5% | -7.5% | -4.7% |
| 30D | -23.5% | -30.3% | +6.8% | -18.8% |
| 3M | +19.7% | -26.0% | +45.7% | +25.0% |
| 6M | +111.6% | -36.1% | +147.7% | +122.4% |
| YTD | +105.4% | +34.3% | +71.1% | +69.1% |
| 1Y | +108.4% | +35.3% | +73.1% | +70.4% |
| 3Y | +167.8% | +217.6% | -49.8% | +41.1% |
| All | +167.8% | +211.6% | -43.7% | +41.1% |
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