+114.0%
MS vs DPZ
-27.3%
+141.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.3% | -6.2% | -6.0% |
| 7D | -3.4% | +9.5% | -12.9% | -5.2% |
| 30D | -3.9% | +12.8% | -16.7% | -6.4% |
| 3M | -15.9% | -6.2% | -9.7% | -14.9% |
| 6M | -2.5% | +4.3% | -6.7% | -4.1% |
| YTD | +5.1% | -16.6% | +21.7% | +9.1% |
| 1Y | +13.0% | -12.8% | +25.8% | +15.6% |
| 3Y | +160.7% | -0.8% | +161.5% | +151.7% |
| 5Y | +114.0% | -25.8% | +139.8% | +101.3% |
| All | +114.0% | -27.3% | +141.3% | +101.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling