-15.6%
MOS vs DPZ
-14.7%
-0.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +5.4% | +11.9% | +15.7% |
| 7D | +17.9% | +10.1% | +7.9% | +15.1% |
| 30D | +1.6% | +14.6% | -13.1% | -2.0% |
| 3M | -4.0% | -6.8% | +2.8% | -2.4% |
| 6M | -4.1% | +4.4% | -8.5% | -5.9% |
| YTD | -7.8% | -16.8% | +9.0% | -0.7% |
| 1Y | -15.6% | -14.5% | -1.1% | -12.2% |
| All | -15.6% | -14.7% | -0.9% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling