+376.8%
DDOG vs MTSI
+834.8%
-458.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.8% | -8.3% | -2.1% |
| 7D | -23.9% | -10.0% | -13.9% | -20.9% |
| 30D | -34.0% | -37.2% | +3.2% | -20.3% |
| 3M | -21.9% | -30.1% | +8.1% | -11.7% |
| 6M | +24.6% | -31.9% | +56.5% | +34.6% |
| YTD | +31.7% | +23.2% | +8.5% | +1.1% |
| 1Y | -6.2% | +26.4% | -32.6% | -29.2% |
| 3Y | +125.1% | +186.2% | -61.1% | +2.4% |
| 5Y | -3.5% | +187.0% | -190.5% | -57.1% |
| All | +376.8% | +834.8% | -458.0% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 10y: compounded portfolio wealth divided by compounded MTSI 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…
10y analysis · Full analysis span regression · 6 months rolling