+63.0%
DDOG vs MSTU
-91.8%
+154.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -12.9% | +13.0% | +1.1% |
| 7D | +5.6% | -23.0% | +28.6% | +7.9% |
| 30D | -34.9% | -47.7% | +12.8% | -31.7% |
| 3M | -23.4% | +12.5% | -35.9% | -25.8% |
| 6M | -7.7% | -76.1% | +68.3% | -0.5% |
| YTD | +35.6% | -75.5% | +111.1% | +40.2% |
| 1Y | -3.4% | -90.1% | +86.7% | +6.3% |
| All | +63.0% | -91.8% | +154.8% | +77.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling