+155.0%
DPZ vs MAS
+137.9%
+17.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -2.2% |
| 7D | -2.5% | -0.8% | -1.8% | -2.4% |
| 30D | -7.0% | -5.6% | -1.4% | -5.6% |
| 3M | +11.6% | +4.4% | +7.2% | +9.7% |
| 6M | -15.2% | +7.2% | -22.4% | -17.6% |
| YTD | -17.2% | +16.1% | -33.4% | -21.7% |
| 1Y | -24.8% | +0.1% | -24.9% | -25.9% |
| 3Y | -8.7% | +28.3% | -37.0% | -17.2% |
| 5Y | -28.9% | +30.5% | -59.4% | -36.9% |
| All | +155.0% | +137.9% | +17.1% | +95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling