+42.6%
OKTA vs MUZ
-54.9%
+97.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +9.5% | -10.4% | -0.7% |
| 7D | +0.4% | -7.7% | +8.1% | +0.3% |
| 30D | +13.8% | -29.2% | +43.0% | +13.0% |
| 3M | +48.9% | -62.5% | +111.4% | +48.1% |
| All | +42.6% | -54.9% | +97.6% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MUZ.
Daily Out/Under-Performance
Portfolio return minus MUZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUZ 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 MUZ 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 · Available span rolling