+122.7%
DDOG vs MSFU
+76.3%
+46.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | +1.2% |
| 7D | -10.1% | -5.7% | -4.5% | -7.5% |
| 30D | -24.8% | +4.2% | -29.0% | -26.8% |
| 3M | -12.6% | +27.9% | -40.5% | -26.0% |
| 6M | +79.9% | +37.1% | +42.8% | +45.5% |
| YTD | +56.6% | -7.4% | +64.0% | +55.2% |
| 1Y | +61.6% | -19.6% | +81.2% | +70.6% |
| 3Y | +117.9% | +33.2% | +84.7% | +49.4% |
| All | +122.7% | +76.3% | +46.4% | +20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling