+376.8%
DDOG vs MS
+410.9%
-34.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.1% | +2.8% |
| 7D | -23.9% | -1.6% | -22.3% | -23.6% |
| 30D | -34.0% | -3.8% | -30.2% | -33.0% |
| 3M | -21.9% | -14.6% | -7.3% | -16.6% |
| 6M | +24.6% | -5.1% | +29.7% | +26.1% |
| YTD | +31.7% | +4.5% | +27.1% | +27.1% |
| 1Y | -6.2% | +13.5% | -19.7% | -12.8% |
| 3Y | +125.1% | +160.4% | -35.3% | +41.8% |
| 5Y | -3.5% | +112.9% | -116.3% | -34.1% |
| All | +376.8% | +410.9% | -34.1% | +128.5% |
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