+467.1%
DDOG vs MS
+509.4%
-42.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -1.0% |
| 7D | -10.1% | +1.4% | -11.5% | -10.7% |
| 30D | -24.8% | -0.3% | -24.6% | -24.6% |
| 3M | -12.6% | +0.3% | -12.9% | -13.1% |
| 6M | +79.9% | +31.3% | +48.6% | +57.7% |
| YTD | +56.6% | +24.7% | +31.9% | +40.4% |
| 1Y | +61.6% | +47.9% | +13.7% | +33.7% |
| 3Y | +117.9% | +178.3% | -60.5% | +33.6% |
| 5Y | +54.2% | +144.9% | -90.7% | -1.5% |
| All | +467.1% | +509.4% | -42.3% | +152.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling