+79.2%
DDOG vs MOS
-24.9%
+104.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | +0.4% |
| 7D | -16.9% | +19.7% | -36.5% | -16.0% |
| 30D | -38.8% | +21.5% | -60.3% | -38.1% |
| 3M | -23.2% | -0.4% | -22.8% | -22.1% |
| 6M | -10.3% | +4.5% | -14.8% | -9.4% |
| YTD | +32.1% | -2.9% | +35.0% | +34.1% |
| 1Y | -6.1% | -7.7% | +1.6% | -4.2% |
| 3Y | +79.2% | -25.6% | +104.9% | +77.6% |
| All | +79.2% | -24.9% | +104.1% | +77.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling