+130.2%
DPZ vs MAS
+241.3%
-111.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.6% | -0.2% | +3.9% |
| 7D | +10.1% | +14.2% | -4.1% | +6.2% |
| 30D | +14.6% | +26.8% | -12.2% | +7.4% |
| 3M | -6.8% | +13.1% | -19.9% | -10.0% |
| 6M | +4.4% | +27.9% | -23.5% | -3.1% |
| YTD | -16.8% | +38.7% | -55.5% | -25.1% |
| 1Y | -14.5% | +40.4% | -54.8% | -23.2% |
| 3Y | -1.1% | +66.1% | -67.2% | -16.6% |
| 5Y | -28.0% | +47.4% | -75.4% | -38.4% |
| 10Y | +130.2% | +238.3% | -108.1% | +65.8% |
| All | +130.2% | +241.3% | -111.1% | +65.8% |
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