+61.6%
DDOG vs MSFU
-18.4%
+80.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | +0.6% |
| 7D | -10.1% | -5.7% | -4.5% | -8.3% |
| 30D | -24.8% | +4.2% | -29.0% | -26.2% |
| 3M | -12.6% | +27.9% | -40.5% | -20.7% |
| 6M | +79.9% | +37.1% | +42.8% | +56.3% |
| YTD | +56.6% | -7.4% | +64.0% | +51.7% |
| 1Y | +61.6% | -19.6% | +81.2% | +56.8% |
| All | +61.6% | -18.4% | +80.0% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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