-6.4%
DDOG vs MAS
+39.2%
-45.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.9% | +4.5% | +3.3% |
| 7D | -23.9% | +2.0% | -25.9% | -25.0% |
| 30D | -34.0% | +19.4% | -53.4% | -39.8% |
| 3M | -21.9% | +9.4% | -31.3% | -26.3% |
| 6M | +24.6% | +15.3% | +9.3% | +12.5% |
| YTD | +31.7% | +31.3% | +0.3% | +8.1% |
| 1Y | -6.2% | +34.9% | -41.0% | -24.6% |
| 3Y | +125.1% | +58.6% | +66.5% | +43.3% |
| All | -6.4% | +39.2% | -45.6% | -35.0% |
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