+390.4%
DDOG vs MOS
+17.6%
+372.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | +2.9% | -2.0% | +4.8% | +3.0% |
| 30D | -31.6% | +15.3% | -46.9% | -32.8% |
| 3M | -27.0% | +1.5% | -28.5% | -27.5% |
| 6M | -10.3% | -2.0% | -8.3% | -10.9% |
| YTD | +35.4% | -6.5% | +41.9% | +34.6% |
| 1Y | -1.0% | -11.1% | +10.1% | -1.1% |
| 3Y | +76.7% | -30.3% | +106.9% | +78.9% |
| 5Y | -4.6% | -33.5% | +28.9% | -3.1% |
| All | +390.4% | +17.6% | +372.9% | +351.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling