+61.6%
DDOG vs MSTZ
-29.5%
+91.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -0.6% |
| 7D | -10.1% | -29.7% | +19.6% | -11.9% |
| 30D | -24.8% | -65.3% | +40.5% | -29.4% |
| 3M | -12.6% | -57.3% | +44.7% | -14.2% |
| 6M | +79.9% | -61.6% | +141.6% | +77.2% |
| YTD | +56.6% | -78.3% | +134.9% | +52.6% |
| 1Y | +61.6% | -30.2% | +91.8% | +86.3% |
| All | +61.6% | -29.5% | +91.0% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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