+19.8%
DDOG vs MOS
-16.2%
+36.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +17.4% | -31.8% | -10.6% |
| 7D | -32.2% | +17.9% | -50.2% | -29.1% |
| 30D | -31.7% | +1.6% | -33.3% | -29.7% |
| 3M | -34.5% | -4.0% | -30.5% | -32.9% |
| 6M | +28.7% | -4.1% | +32.8% | +31.5% |
| YTD | +38.8% | -7.8% | +46.6% | +51.7% |
| 1Y | +19.8% | -15.6% | +35.4% | +25.5% |
| All | +19.8% | -16.2% | +36.0% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 1y: compounded portfolio wealth divided by compounded MOS 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…
1y analysis · Full analysis span regression · 6 months rolling