+556.2%
MS vs DPZ
+129.5%
+426.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.1% | +1.7% |
| 7D | -1.7% | -3.5% | +1.8% | -1.1% |
| 30D | +0.9% | +5.7% | -4.8% | -0.2% |
| 3M | -10.8% | -7.5% | -3.4% | -9.7% |
| 6M | +0.9% | +6.2% | -5.3% | -1.0% |
| YTD | +9.8% | -19.8% | +29.6% | +13.6% |
| 1Y | +17.1% | -18.0% | +35.0% | +20.5% |
| 3Y | +175.7% | -8.8% | +184.5% | +174.9% |
| 5Y | +125.9% | -30.2% | +156.0% | +131.3% |
| 10Y | +556.2% | +132.0% | +424.2% | +433.0% |
| All | +556.2% | +129.5% | +426.6% | +433.0% |
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