+50.6%
DDOG vs MSI
+100.4%
-49.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.8% |
| 7D | -6.1% | -5.8% | -0.3% | -3.4% |
| 30D | -10.1% | -1.0% | -9.2% | -9.9% |
| 3M | -9.3% | +14.2% | -23.4% | -16.9% |
| 6M | +67.2% | +1.0% | +66.1% | +62.8% |
| YTD | +54.6% | +21.5% | +33.1% | +31.5% |
| 1Y | +54.1% | -2.1% | +56.2% | +52.1% |
| 3Y | +115.3% | +69.3% | +45.9% | +27.7% |
| 5Y | +50.6% | +99.3% | -48.7% | -28.0% |
| All | +50.6% | +100.4% | -49.8% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling