+467.1%
DDOG vs MSI
+203.0%
+264.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.5% |
| 7D | -10.1% | -3.7% | -6.5% | -8.7% |
| 30D | -24.8% | +6.8% | -31.6% | -27.8% |
| 3M | -12.6% | +14.3% | -26.9% | -18.8% |
| 6M | +79.9% | -1.6% | +81.5% | +77.9% |
| YTD | +56.6% | +22.8% | +33.8% | +37.3% |
| 1Y | +61.6% | -1.1% | +62.7% | +58.1% |
| 3Y | +117.9% | +70.5% | +47.4% | +54.9% |
| 5Y | +54.2% | +102.8% | -48.6% | -1.7% |
| All | +467.1% | +203.0% | +264.1% | +226.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling