-13.4%
DPZ vs MSTZ
-99.4%
+86.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +17.7% | -17.4% | +0.6% |
| 7D | +9.5% | +13.4% | -3.9% | +9.8% |
| 30D | +12.8% | +37.5% | -24.7% | +13.6% |
| 3M | -6.2% | -69.9% | +63.7% | -7.7% |
| 6M | +4.3% | -32.0% | +36.2% | +5.3% |
| YTD | -16.6% | -81.2% | +64.6% | -17.1% |
| 1Y | -12.8% | -56.1% | +43.2% | -10.9% |
| All | -13.4% | -99.4% | +86.0% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 3y: compounded portfolio wealth divided by compounded MSTZ 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…
3y analysis · Full analysis span regression · 6 months rolling