+402.6%
DDOG vs MAS
+136.5%
+266.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +5.6% | -20.1% | -16.7% |
| 7D | -32.2% | +14.2% | -46.4% | -36.4% |
| 30D | -31.7% | +26.8% | -58.5% | -39.1% |
| 3M | -34.5% | +13.1% | -47.6% | -38.7% |
| 6M | +28.7% | +27.9% | +0.7% | +11.5% |
| YTD | +38.8% | +38.7% | +0.1% | +13.4% |
| 1Y | +19.8% | +40.4% | -20.6% | -3.4% |
| 3Y | +130.0% | +66.1% | +63.9% | +59.1% |
| 5Y | +13.0% | +47.4% | -34.4% | -18.6% |
| All | +402.6% | +136.5% | +266.1% | +183.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling