+63.6%
DDOG vs MKSI
+84.1%
-20.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -1.2% |
| 7D | +3.9% | +2.7% | +1.2% | +2.7% |
| 30D | -8.2% | -12.8% | +4.6% | -2.7% |
| 3M | -5.6% | -22.5% | +17.0% | +1.4% |
| 6M | +73.5% | +19.4% | +54.1% | +46.8% |
| YTD | +62.7% | +67.7% | -5.1% | +12.0% |
| 1Y | +59.0% | +131.4% | -72.4% | -8.7% |
| 3Y | +117.1% | +197.3% | -80.2% | -8.1% |
| All | +63.6% | +84.1% | -20.5% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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