+365.0%
DDOG vs MS
+413.8%
-48.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -5.9% | -1.5% | -4.9% |
| 7D | -34.3% | -3.4% | -30.9% | -33.4% |
| 30D | -37.2% | -3.9% | -33.3% | -36.2% |
| 3M | -38.3% | -15.9% | -22.4% | -33.6% |
| 6M | +19.8% | -2.5% | +22.3% | +19.7% |
| YTD | +28.4% | +5.1% | +23.3% | +23.7% |
| 1Y | +12.7% | +13.0% | -0.3% | +4.9% |
| 3Y | +112.8% | +160.7% | -47.8% | +34.1% |
| 5Y | -5.9% | +114.0% | -119.9% | -35.9% |
| All | +365.0% | +413.8% | -48.8% | +122.3% |
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