-1.0%
DDOG vs MSTU
-90.4%
+89.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.0% | +4.8% | +0.3% |
| 7D | +2.9% | -25.8% | +28.7% | +5.6% |
| 30D | -31.6% | -43.9% | +12.2% | -28.2% |
| 3M | -27.0% | +2.9% | -29.9% | -28.3% |
| 6M | -10.3% | -75.5% | +65.2% | -0.5% |
| YTD | +35.4% | -76.7% | +112.1% | +41.5% |
| 1Y | -1.0% | -88.9% | +88.0% | +8.9% |
| All | -1.0% | -90.4% | +89.5% | +8.9% |
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