-1.0%
DDOG vs MS
+15.2%
-16.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.4% |
| 7D | +2.9% | +5.1% | -2.2% | +1.2% |
| 30D | -31.6% | +5.7% | -37.3% | -32.8% |
| 3M | -27.0% | -12.2% | -14.8% | -24.0% |
| 6M | -10.3% | -0.5% | -9.8% | -11.4% |
| YTD | +35.4% | +9.8% | +25.6% | +24.1% |
| 1Y | -1.0% | +17.7% | -18.7% | -15.4% |
| All | -1.0% | +15.2% | -16.1% | -15.4% |
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