-24.5%
MOS vs DPZ
-1.0%
-23.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +3.0% | +3.2% |
| 7D | +22.5% | +9.5% | +13.0% | +20.0% |
| 30D | +6.6% | +12.8% | -6.2% | +3.7% |
| 3M | -3.8% | -6.2% | +2.4% | -2.5% |
| 6M | -2.2% | +4.3% | -6.5% | -3.8% |
| YTD | -4.8% | -16.6% | +11.8% | -1.3% |
| 1Y | -11.7% | -12.8% | +1.1% | -9.4% |
| All | -24.5% | -1.0% | -23.5% | -24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling