-36.4%
OKTA vs MTSI
+331.9%
-368.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -3.9% | -2.6% |
| 7D | +0.7% | +4.9% | -4.2% | -1.1% |
| 30D | +13.0% | -11.6% | +24.6% | +17.5% |
| 3M | +43.4% | -24.1% | +67.5% | +55.2% |
| 6M | +107.6% | +32.4% | +75.2% | +65.3% |
| YTD | +93.8% | +60.4% | +33.4% | +35.9% |
| 1Y | +80.8% | +111.0% | -30.1% | +6.4% |
| 3Y | +91.8% | +246.1% | -154.3% | -28.4% |
| 5Y | -36.4% | +340.3% | -376.7% | -80.0% |
| All | -36.4% | +331.9% | -368.3% | -80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling