-10.7%
DDOG vs MS
+17.1%
-27.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -19.1% | +0.8% | -19.9% | -19.3% |
| 30D | -39.2% | -0.7% | -38.5% | -39.0% |
| 3M | -31.6% | -12.4% | -19.2% | -28.8% |
| 6M | -10.9% | -1.7% | -9.1% | -11.6% |
| YTD | +31.2% | +8.0% | +23.1% | +21.5% |
| 1Y | -10.7% | +16.2% | -26.9% | -21.9% |
| All | -10.7% | +17.1% | -27.8% | -21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling