-28.0%
DPZ vs MAS
+48.4%
-76.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.6% | -0.2% | +3.6% |
| 7D | +10.1% | +14.2% | -4.1% | +5.5% |
| 30D | +14.6% | +26.8% | -12.2% | +6.2% |
| 3M | -6.8% | +13.1% | -19.9% | -10.5% |
| 6M | +4.4% | +27.9% | -23.5% | -4.4% |
| YTD | -16.8% | +38.7% | -55.5% | -26.6% |
| 1Y | -14.5% | +40.4% | -54.8% | -24.9% |
| 3Y | -1.1% | +66.1% | -67.2% | -20.8% |
| 5Y | -28.0% | +47.4% | -75.4% | -37.9% |
| All | -28.0% | +48.4% | -76.4% | -37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling