+8.2%
MOS vs DPZ
+153.4%
-145.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +1.7% |
| 7D | +9.5% | -2.5% | +12.1% | +10.0% |
| 30D | +10.4% | -7.0% | +17.4% | +11.8% |
| 3M | +12.9% | +11.6% | +1.3% | +10.3% |
| 6M | +1.2% | -15.2% | +16.4% | +3.8% |
| YTD | +9.3% | -17.2% | +26.6% | +12.5% |
| 1Y | -18.0% | -24.8% | +6.9% | -14.2% |
| 3Y | -29.0% | -8.7% | -20.4% | -28.8% |
| 5Y | -9.6% | -28.9% | +19.3% | -7.0% |
| All | +8.2% | +153.4% | -145.2% | -19.7% |
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