+365.0%
DDOG vs MTSI
+743.4%
-378.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -18.4% | +10.9% | +0.4% |
| 7D | -34.3% | -24.6% | -9.7% | -26.0% |
| 30D | -37.2% | -45.7% | +8.5% | -19.1% |
| 3M | -38.3% | -27.7% | -10.6% | -32.7% |
| 6M | +19.8% | -37.3% | +57.1% | +34.2% |
| YTD | +28.4% | +11.1% | +17.3% | +3.3% |
| 1Y | +12.7% | +27.2% | -14.5% | -15.3% |
| 3Y | +112.8% | +153.7% | -40.8% | +2.5% |
| 5Y | -5.9% | +159.0% | -164.9% | -56.2% |
| All | +365.0% | +743.4% | -378.4% | +7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling