+378.3%
DDOG vs MSI
+242.6%
+135.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.7% |
| 7D | -16.9% | +8.3% | -25.2% | -19.7% |
| 30D | -38.8% | +18.9% | -57.6% | -43.2% |
| 3M | -23.2% | +13.2% | -36.4% | -27.5% |
| 6M | -10.3% | +38.3% | -48.5% | -23.6% |
| YTD | +32.1% | +38.9% | -6.8% | +9.7% |
| 1Y | -6.1% | +36.7% | -42.8% | -21.3% |
| 3Y | +79.2% | +76.6% | +2.7% | +27.1% |
| 5Y | -8.6% | +124.5% | -133.1% | -44.3% |
| All | +378.3% | +242.6% | +135.7% | +161.0% |
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