+55.0%
DDOG vs MAS
+32.0%
+23.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.6% | -1.7% |
| 7D | -10.1% | -0.8% | -9.4% | -9.8% |
| 30D | -24.8% | -5.6% | -19.2% | -22.9% |
| 3M | -12.6% | +4.4% | -17.0% | -15.9% |
| 6M | +79.9% | +7.2% | +72.7% | +67.4% |
| YTD | +56.6% | +16.1% | +40.5% | +38.3% |
| 1Y | +61.6% | +0.1% | +61.5% | +54.8% |
| 3Y | +117.9% | +28.3% | +89.6% | +62.6% |
| All | +55.0% | +32.0% | +23.0% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling