+7.6%
MOS vs DPZ
+123.5%
-115.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.5% |
| 7D | +21.6% | +6.6% | +15.0% | +20.3% |
| 30D | +12.0% | +10.3% | +1.7% | +10.0% |
| 3M | -3.9% | -6.2% | +2.3% | -2.9% |
| 6M | -3.3% | +4.2% | -7.6% | -4.4% |
| YTD | -4.6% | -18.4% | +13.8% | -1.7% |
| 1Y | -7.0% | -14.9% | +8.0% | -4.8% |
| 3Y | -24.4% | -4.6% | -19.8% | -24.6% |
| 5Y | -32.1% | -27.4% | -4.7% | -30.4% |
| All | +7.6% | +123.5% | -115.8% | -7.3% |
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