+55.0%
DDOG vs MTSI
+320.9%
-265.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.3% | -2.4% |
| 7D | -10.1% | +1.4% | -11.5% | -10.7% |
| 30D | -24.8% | +2.1% | -26.9% | -28.0% |
| 3M | -12.6% | -29.7% | +17.1% | -1.9% |
| 6M | +79.9% | +12.5% | +67.4% | +51.4% |
| YTD | +56.6% | +57.0% | -0.4% | +5.0% |
| 1Y | +61.6% | +103.9% | -42.3% | -8.4% |
| 3Y | +117.9% | +223.6% | -105.7% | -20.5% |
| All | +55.0% | +320.9% | -265.9% | -53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling