+85.7%
DDOG vs MSTZ
-99.2%
+184.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.2% | -9.5% | -0.6% |
| 7D | -6.1% | -25.4% | +19.3% | -7.5% |
| 30D | -10.1% | -60.9% | +50.7% | -14.8% |
| 3M | -9.3% | -54.2% | +44.9% | -11.2% |
| 6M | +67.2% | -65.0% | +132.2% | +62.8% |
| YTD | +54.6% | -76.5% | +131.1% | +51.7% |
| 1Y | +54.1% | -23.4% | +77.5% | +68.8% |
| All | +85.7% | -99.2% | +184.9% | +85.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling