+188.2%
MAGS vs DPZ
+9.7%
+178.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.7% |
| 7D | +1.7% | +2.2% | -0.6% | +1.3% |
| 30D | -5.8% | +15.5% | -21.3% | -7.9% |
| 3M | +0.2% | -2.0% | +2.3% | +0.5% |
| 6M | -2.7% | +12.1% | -14.8% | -4.9% |
| YTD | +4.1% | -16.6% | +20.7% | +7.2% |
| 1Y | +7.5% | -14.6% | +22.1% | +10.0% |
| 3Y | +122.0% | -4.1% | +126.2% | +121.4% |
| All | +188.2% | +9.7% | +178.5% | +181.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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