+390.4%
DDOG vs MS
+436.9%
-46.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.5% |
| 7D | +2.9% | +5.1% | -2.2% | +0.6% |
| 30D | -31.6% | +5.7% | -37.3% | -33.4% |
| 3M | -27.0% | -12.2% | -14.8% | -23.0% |
| 6M | -10.3% | -0.5% | -9.8% | -11.0% |
| YTD | +35.4% | +9.8% | +25.6% | +27.9% |
| 1Y | -1.0% | +17.7% | -18.7% | -9.4% |
| 3Y | +76.7% | +176.8% | -100.2% | +8.4% |
| 5Y | -4.6% | +123.7% | -128.3% | -36.3% |
| All | +390.4% | +436.9% | -46.4% | +129.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 10y: compounded portfolio wealth divided by compounded MS 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…
10y analysis · Full analysis span regression · 6 months rolling