-29.7%
OKTA vs MTSI
+206.4%
-236.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +2.2% |
| 7D | +8.4% | +10.0% | -1.6% | +4.4% |
| 30D | -13.7% | -20.3% | +6.6% | -7.4% |
| 3M | +18.0% | -24.4% | +42.4% | +26.7% |
| 6M | +133.8% | -39.2% | +173.0% | +162.7% |
| YTD | +111.5% | +35.5% | +76.0% | +52.8% |
| 1Y | +118.3% | +43.0% | +75.3% | +52.4% |
| 3Y | +168.0% | +196.3% | -28.2% | +0.3% |
| All | -29.7% | +206.4% | -236.1% | -76.0% |
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