+17.1%
MS vs DPZ
-17.9%
+35.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.1% | +1.6% |
| 7D | -1.7% | -3.5% | +1.8% | -1.9% |
| 30D | +0.9% | +5.7% | -4.8% | +1.3% |
| 3M | -10.8% | -7.5% | -3.4% | -11.6% |
| 6M | +0.9% | +6.2% | -5.3% | +2.0% |
| YTD | +9.8% | -19.8% | +29.6% | +11.2% |
| 1Y | +17.1% | -18.0% | +35.0% | +18.9% |
| All | +17.1% | -17.9% | +35.0% | +18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling