+85.7%
DDOG vs MSTU
-86.5%
+172.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.6% | +7.4% | -0.6% |
| 7D | -6.1% | +16.1% | -22.2% | -7.5% |
| 30D | -10.1% | +68.7% | -78.8% | -14.8% |
| 3M | -9.3% | -11.0% | +1.7% | -10.6% |
| 6M | +67.2% | -33.4% | +100.6% | +65.2% |
| YTD | +54.6% | -59.5% | +114.1% | +55.1% |
| 1Y | +54.1% | -93.4% | +147.4% | +75.3% |
| All | +85.7% | -86.5% | +172.2% | +96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling