+365.0%
DDOG vs MAS
+128.3%
+236.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -3.4% | -4.0% | -6.1% |
| 7D | -34.3% | +4.6% | -38.9% | -35.9% |
| 30D | -37.2% | +19.9% | -57.1% | -42.6% |
| 3M | -38.3% | +8.9% | -47.2% | -41.4% |
| 6M | +19.8% | +20.2% | -0.3% | +6.9% |
| YTD | +28.4% | +33.9% | -5.5% | +6.5% |
| 1Y | +12.7% | +34.7% | -22.0% | -7.4% |
| 3Y | +112.8% | +60.4% | +52.4% | +49.4% |
| 5Y | -5.9% | +43.5% | -49.3% | -31.4% |
| All | +365.0% | +128.3% | +236.6% | +165.9% |
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