-1.6%
MOS vs DPZ
+116.9%
-118.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.2% |
| 7D | +24.8% | +2.2% | +22.7% | +24.4% |
| 30D | +22.7% | +6.7% | +16.0% | +21.3% |
| 3M | -1.2% | -4.5% | +3.3% | -0.5% |
| 6M | +5.5% | +3.3% | +2.2% | +4.5% |
| YTD | -2.0% | -19.4% | +17.5% | +1.4% |
| 1Y | -7.9% | -17.3% | +9.3% | -5.2% |
| 3Y | -25.0% | -8.4% | -16.6% | -24.7% |
| 5Y | -27.7% | -28.2% | +0.5% | -25.7% |
| 10Y | -1.6% | +130.9% | -132.4% | -19.4% |
| All | -1.6% | +116.9% | -118.4% | -19.4% |
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