+499.9%
DDOG vs MKSI
+200.4%
+299.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.0% | +6.2% | +6.7% |
| 7D | +7.7% | +6.6% | +1.0% | +4.6% |
| 30D | -13.6% | -8.2% | -5.4% | -10.7% |
| 3M | -0.9% | -16.4% | +15.5% | +2.6% |
| 6M | +75.2% | +23.0% | +52.3% | +47.7% |
| YTD | +65.7% | +68.2% | -2.5% | +17.1% |
| 1Y | +60.4% | +148.6% | -88.2% | -7.5% |
| 3Y | +130.7% | +196.0% | -65.3% | +8.2% |
| 5Y | +59.9% | +87.4% | -27.5% | -5.9% |
| All | +499.9% | +200.4% | +299.6% | +132.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling