+459.9%
DDOG vs MSI
+199.7%
+260.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.8% |
| 7D | -6.1% | -5.8% | -0.3% | -3.7% |
| 30D | -10.1% | -1.0% | -9.2% | -9.9% |
| 3M | -9.3% | +14.2% | -23.4% | -15.7% |
| 6M | +67.2% | +1.0% | +66.1% | +63.1% |
| YTD | +54.6% | +21.5% | +33.1% | +36.2% |
| 1Y | +54.1% | -2.1% | +56.2% | +51.4% |
| 3Y | +115.3% | +69.3% | +45.9% | +53.4% |
| 5Y | +50.6% | +99.3% | -48.7% | -3.3% |
| All | +459.9% | +199.7% | +260.2% | +224.0% |
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