+54.1%
DDOG vs MSI
-2.0%
+56.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.7% |
| 7D | -6.1% | -5.8% | -0.3% | -8.2% |
| 30D | -10.1% | -1.0% | -9.2% | -10.3% |
| 3M | -9.3% | +14.2% | -23.4% | -5.6% |
| 6M | +67.2% | +1.0% | +66.1% | +69.1% |
| YTD | +54.6% | +21.5% | +33.1% | +61.3% |
| 1Y | +54.1% | -2.1% | +56.2% | +69.9% |
| All | +54.1% | -2.0% | +56.1% | +69.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling