+375.1%
DDOG vs MSI
+242.2%
+132.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -19.1% | +7.4% | -26.5% | -21.6% |
| 30D | -39.2% | +18.7% | -57.9% | -43.5% |
| 3M | -31.6% | +14.5% | -46.0% | -35.6% |
| 6M | -10.9% | +38.1% | -49.0% | -24.1% |
| YTD | +31.2% | +38.7% | -7.5% | +9.0% |
| 1Y | -10.7% | +35.4% | -46.1% | -24.9% |
| 3Y | +72.1% | +75.1% | -3.0% | +22.6% |
| 5Y | -5.5% | +126.4% | -131.9% | -42.6% |
| All | +375.1% | +242.2% | +132.9% | +159.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling