-10.7%
DDOG vs MSCI
+14.5%
-25.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.1% |
| 7D | -19.1% | +2.7% | -21.8% | -19.7% |
| 30D | -39.2% | +16.2% | -55.4% | -42.6% |
| 3M | -31.6% | +17.1% | -48.7% | -35.6% |
| 6M | -10.9% | +13.0% | -23.9% | -14.9% |
| YTD | +31.2% | +15.8% | +15.4% | +26.4% |
| 1Y | -10.7% | +15.5% | -26.2% | -13.6% |
| All | -10.7% | +14.5% | -25.2% | -13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling