-5.5%
DDOG vs MOS
-30.3%
+24.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.6% | -0.7% |
| 7D | -19.1% | +24.8% | -43.9% | -20.6% |
| 30D | -39.2% | +22.7% | -61.8% | -40.3% |
| 3M | -31.6% | -1.2% | -30.4% | -31.4% |
| 6M | -10.9% | +5.5% | -16.4% | -11.8% |
| YTD | +31.2% | -2.0% | +33.1% | +30.3% |
| 1Y | -10.7% | -7.9% | -2.7% | -10.5% |
| 3Y | +72.1% | -25.0% | +97.1% | +73.8% |
| 5Y | -5.5% | -27.7% | +22.2% | -20.8% |
| All | -5.5% | -30.3% | +24.8% | -20.8% |
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