-3.4%
DDOG vs MSFU
-13.8%
+10.4%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.8% | +8.1% | +5.1% |
| 7D | -2.3% | -12.7% | +10.4% | +2.6% |
| 30D | -35.8% | -9.0% | -26.8% | -34.0% |
| 3M | -25.3% | +2.9% | -28.2% | -27.0% |
| 6M | -8.9% | +43.5% | -52.4% | -23.2% |
| YTD | +35.6% | -2.4% | +38.0% | +31.3% |
| All | -3.4% | -13.8% | +10.4% | -2.8% |
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