+459.9%
DDOG vs MSCI
+153.8%
+306.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.8% | +2.5% | +1.3% |
| 7D | -6.1% | -2.1% | -4.0% | -4.7% |
| 30D | -10.1% | -1.7% | -8.4% | -9.1% |
| 3M | -9.3% | -8.2% | -1.0% | -4.8% |
| 6M | +67.2% | -2.4% | +69.6% | +68.5% |
| YTD | +54.6% | -2.8% | +57.4% | +54.6% |
| 1Y | +54.1% | -2.7% | +56.7% | +52.5% |
| 3Y | +115.3% | +7.3% | +108.0% | +88.1% |
| 5Y | +50.6% | -11.4% | +62.1% | +48.8% |
| All | +459.9% | +153.8% | +306.0% | +164.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 10y: compounded portfolio wealth divided by compounded MSCI 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…
10y analysis · Full analysis span regression · 6 months rolling