+467.1%
DDOG vs MSCI
+163.8%
+303.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.7% |
| 7D | -10.1% | +0.4% | -10.5% | -10.3% |
| 30D | -24.8% | +0.6% | -25.4% | -25.0% |
| 3M | -12.6% | -7.1% | -5.5% | -9.0% |
| 6M | +79.9% | +0.8% | +79.1% | +77.3% |
| YTD | +56.6% | +1.0% | +55.6% | +52.5% |
| 1Y | +61.6% | +4.3% | +57.3% | +52.2% |
| 3Y | +117.9% | +9.9% | +107.9% | +87.5% |
| 5Y | +54.2% | -6.8% | +61.0% | +47.3% |
| All | +467.1% | +163.8% | +303.3% | +160.7% |
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