+119.9%
DDOG vs MSFU
+72.2%
+47.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.1% | -0.1% |
| 7D | -6.1% | -3.2% | -2.9% | -4.6% |
| 30D | -10.1% | -3.1% | -7.0% | -8.7% |
| 3M | -9.3% | +35.3% | -44.5% | -25.7% |
| 6M | +67.2% | +31.6% | +35.6% | +38.1% |
| YTD | +54.6% | -9.5% | +64.1% | +55.0% |
| 1Y | +54.1% | -18.4% | +72.5% | +61.3% |
| 3Y | +115.3% | +26.9% | +88.3% | +52.3% |
| All | +119.9% | +72.2% | +47.6% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling