+376.8%
DDOG vs MSCI
+195.1%
+181.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.8% | +4.1% |
| 7D | -23.9% | +2.8% | -26.7% | -26.0% |
| 30D | -34.0% | +15.4% | -49.4% | -41.0% |
| 3M | -21.9% | +13.4% | -35.3% | -29.5% |
| 6M | +24.6% | +10.9% | +13.7% | +13.2% |
| YTD | +31.7% | +13.0% | +18.7% | +16.9% |
| 1Y | -6.2% | +12.0% | -18.2% | -16.3% |
| 3Y | +125.1% | +34.1% | +91.0% | +64.8% |
| 5Y | -3.5% | +3.9% | -7.4% | -15.6% |
| All | +376.8% | +195.1% | +181.7% | +99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling