+19.8%
DDOG vs MSTU
-88.0%
+107.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +10.3% | -24.8% | -15.2% |
| 7D | -32.2% | -4.8% | -27.4% | -32.0% |
| 30D | -31.7% | -29.6% | -2.2% | -30.2% |
| 3M | -34.5% | +69.4% | -103.9% | -37.8% |
| 6M | +28.7% | -62.2% | +90.9% | +35.2% |
| YTD | +38.8% | -61.1% | +99.8% | +36.9% |
| 1Y | +19.8% | -87.2% | +107.0% | +8.7% |
| All | +19.8% | -88.0% | +107.8% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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