-5.5%
DDOG vs MTSI
+209.3%
-214.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | 0.0% |
| 7D | -19.1% | -3.8% | -15.3% | -18.4% |
| 30D | -39.2% | -31.4% | -7.8% | -29.1% |
| 3M | -31.6% | -23.8% | -7.8% | -25.3% |
| 6M | -10.9% | -37.1% | +26.2% | -0.1% |
| YTD | +31.2% | +32.2% | -1.0% | -8.1% |
| 1Y | -10.7% | +26.9% | -37.6% | -36.2% |
| 3Y | +72.1% | +193.7% | -121.6% | -39.4% |
| 5Y | -5.5% | +218.0% | -223.6% | -70.5% |
| All | -5.5% | +209.3% | -214.8% | -70.5% |
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