+125.1%
DDOG vs MTSI
+181.3%
-56.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.8% | -8.3% | -0.6% |
| 7D | -23.9% | -10.0% | -13.9% | -21.8% |
| 30D | -34.0% | -37.2% | +3.2% | -25.5% |
| 3M | -21.9% | -30.1% | +8.1% | -15.2% |
| 6M | +24.6% | -31.9% | +56.5% | +31.4% |
| YTD | +31.7% | +23.2% | +8.5% | +6.0% |
| 1Y | -6.2% | +26.4% | -32.6% | -25.6% |
| 3Y | +125.1% | +186.2% | -61.1% | +25.9% |
| All | +125.1% | +181.3% | -56.2% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling