+376.8%
DDOG vs MAS
+124.8%
+252.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.1% | +3.2% |
| 7D | -23.9% | +2.4% | -26.3% | -25.1% |
| 30D | -34.0% | +19.8% | -53.9% | -39.7% |
| 3M | -21.9% | +9.8% | -31.8% | -26.3% |
| 6M | +24.6% | +15.8% | +8.8% | +13.0% |
| YTD | +31.7% | +31.8% | -0.2% | +9.8% |
| 1Y | -6.2% | +35.4% | -41.6% | -23.1% |
| 3Y | +125.1% | +59.2% | +65.9% | +58.2% |
| 5Y | -3.5% | +41.2% | -44.7% | -29.2% |
| All | +376.8% | +124.8% | +252.0% | +174.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling