+467.1%
DDOG vs MTSI
+1,091.6%
-624.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -27.8% |
| 3M | -12.6% | -29.7% | +17.1% | -2.8% |
| 6M | +79.9% | +12.5% | +67.4% | +54.7% |
| YTD | +56.6% | +57.0% | -0.4% | +10.8% |
| 1Y | +61.6% | +103.9% | -42.3% | -0.7% |
| 3Y | +117.9% | +223.6% | -105.7% | -2.4% |
| 5Y | +54.2% | +321.6% | -267.3% | -40.6% |
| All | +467.1% | +1,091.6% | -624.6% | +15.4% |
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