-10.1%
DDOG vs MSFU
-1.7%
-8.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.1% | -1.7% |
| 7D | -16.9% | +14.6% | -31.5% | -22.2% |
| 30D | -38.8% | +2.1% | -40.9% | -39.6% |
| 3M | -23.2% | +14.7% | -37.9% | -27.7% |
| 6M | -10.3% | +55.7% | -65.9% | -26.2% |
| YTD | +32.1% | +7.1% | +25.0% | +23.3% |
| All | -10.1% | -1.7% | -8.4% | -13.2% |
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