-6.4%
DDOG vs MOS
-32.4%
+25.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | -23.9% | +21.6% | -45.5% | -25.3% |
| 30D | -34.0% | +12.0% | -46.0% | -34.7% |
| 3M | -21.9% | -3.9% | -18.0% | -21.6% |
| 6M | +24.6% | -3.3% | +27.9% | +24.4% |
| YTD | +31.7% | -4.6% | +36.3% | +31.0% |
| 1Y | -6.2% | -7.0% | +0.8% | -6.3% |
| 3Y | +125.1% | -24.4% | +149.5% | +126.0% |
| All | -6.4% | -32.4% | +25.9% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling