+62.7%
DDOG vs MSTZ
-99.2%
+161.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.1% | +0.2% |
| 7D | +2.9% | +30.8% | -27.9% | +5.2% |
| 30D | -31.6% | +41.2% | -72.8% | -28.9% |
| 3M | -27.0% | -60.9% | +33.9% | -29.1% |
| 6M | -10.3% | -15.7% | +5.4% | -5.0% |
| YTD | +35.4% | -75.2% | +110.6% | +36.8% |
| 1Y | -1.0% | -59.8% | +58.8% | +4.5% |
| All | +62.7% | -99.2% | +161.9% | +67.0% |
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