+378.3%
DDOG vs MAS
+134.9%
+243.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.5% | -4.2% | -1.5% |
| 7D | -16.9% | +3.3% | -20.2% | -18.3% |
| 30D | -38.8% | +25.5% | -64.2% | -45.1% |
| 3M | -23.2% | +11.8% | -35.0% | -27.9% |
| 6M | -10.3% | +21.3% | -31.6% | -20.2% |
| YTD | +32.1% | +37.7% | -5.7% | +8.2% |
| 1Y | -6.1% | +41.0% | -47.1% | -24.3% |
| 3Y | +79.2% | +63.0% | +16.2% | +25.2% |
| 5Y | -8.6% | +44.1% | -52.7% | -33.6% |
| All | +378.3% | +134.9% | +243.4% | +170.2% |
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