+625.6%
OKTA vs MTSI
+430.8%
+194.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -0.9% |
| 7D | +2.6% | +1.4% | +1.2% | +2.2% |
| 30D | +16.0% | +2.1% | +13.9% | +14.2% |
| 3M | +38.2% | -29.7% | +67.9% | +50.0% |
| 6M | +137.8% | +12.5% | +125.3% | +116.3% |
| YTD | +97.3% | +57.0% | +40.3% | +59.4% |
| 1Y | +90.1% | +103.9% | -13.8% | +39.1% |
| 3Y | +98.0% | +223.6% | -125.6% | +20.0% |
| 5Y | -36.9% | +321.6% | -358.5% | -64.8% |
| All | +625.6% | +430.8% | +194.9% | +231.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling