+125.1%
DDOG vs MSFU
+32.6%
+92.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.9% | +4.4% | +3.3% |
| 7D | -23.9% | +2.5% | -26.4% | -25.6% |
| 30D | -34.0% | -1.3% | -32.7% | -34.2% |
| 3M | -21.9% | +8.6% | -30.6% | -25.3% |
| 6M | +24.6% | +48.4% | -23.8% | +1.3% |
| YTD | +31.7% | +1.6% | +30.1% | +24.7% |
| 1Y | -6.2% | -5.8% | -0.4% | -8.3% |
| 3Y | +125.1% | +30.9% | +94.1% | +68.5% |
| All | +125.1% | +32.6% | +92.4% | +68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling