+467.1%
DDOG vs MOS
+37.5%
+429.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.0% |
| 7D | -10.1% | +9.5% | -19.7% | -11.1% |
| 30D | -24.8% | +10.4% | -35.2% | -25.7% |
| 3M | -12.6% | +12.9% | -25.5% | -14.1% |
| 6M | +79.9% | +1.2% | +78.7% | +78.4% |
| YTD | +56.6% | +9.3% | +47.3% | +53.5% |
| 1Y | +61.6% | -18.0% | +79.6% | +63.9% |
| 3Y | +117.9% | -29.0% | +146.9% | +121.5% |
| 5Y | +54.2% | -9.6% | +63.8% | +51.5% |
| All | +467.1% | +37.5% | +429.6% | +414.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling