+365.0%
DDOG vs MOS
+19.8%
+345.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +3.3% | -10.8% | -7.8% |
| 7D | -34.3% | +22.5% | -56.8% | -35.8% |
| 30D | -37.2% | +6.6% | -43.9% | -37.8% |
| 3M | -38.3% | -3.8% | -34.5% | -38.4% |
| 6M | +19.8% | -2.2% | +22.0% | +19.0% |
| YTD | +28.4% | -4.8% | +33.2% | +27.4% |
| 1Y | +12.7% | -11.7% | +24.4% | +12.6% |
| 3Y | +112.8% | -26.5% | +139.3% | +114.2% |
| 5Y | -5.9% | -32.2% | +26.3% | -4.6% |
| All | +365.0% | +19.8% | +345.2% | +327.1% |
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