+87.2%
DDOG vs MSFU
+93.3%
-6.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.9% | +4.4% | +3.4% |
| 7D | -23.9% | +2.5% | -26.4% | -26.0% |
| 30D | -34.0% | -1.3% | -32.7% | -34.3% |
| 3M | -21.9% | +8.6% | -30.6% | -26.0% |
| 6M | +24.6% | +48.4% | -23.8% | -3.5% |
| YTD | +31.7% | +1.6% | +30.1% | +23.0% |
| 1Y | -6.2% | -5.8% | -0.4% | -8.9% |
| 3Y | +125.1% | +30.9% | +94.1% | +59.6% |
| All | +87.2% | +93.3% | -6.1% | -4.1% |
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