+55.0%
DDOG vs MS
+145.3%
-90.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -1.0% |
| 7D | -10.1% | +1.4% | -11.5% | -10.9% |
| 30D | -24.8% | -0.3% | -24.6% | -24.5% |
| 3M | -12.6% | +0.3% | -12.9% | -13.4% |
| 6M | +79.9% | +31.3% | +48.6% | +48.8% |
| YTD | +56.6% | +24.7% | +31.9% | +33.6% |
| 1Y | +61.6% | +47.9% | +13.7% | +22.3% |
| 3Y | +117.9% | +178.3% | -60.5% | -0.3% |
| All | +55.0% | +145.3% | -90.3% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling