+748.0%
MS vs DPZ
+5,417.8%
-4,669.8%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.9% |
| 7D | +1.4% | -2.5% | +3.9% | +2.4% |
| 30D | -0.3% | -7.0% | +6.7% | +2.4% |
| 3M | +0.3% | +11.6% | -11.3% | -5.3% |
| 6M | +31.3% | -15.2% | +46.5% | +37.6% |
| YTD | +24.7% | -17.2% | +41.9% | +31.5% |
| 1Y | +47.9% | -24.8% | +72.8% | +61.6% |
| 3Y | +178.3% | -8.7% | +187.0% | +172.6% |
| 5Y | +144.9% | -28.9% | +173.8% | +157.5% |
| 10Y | +804.5% | +153.6% | +650.9% | +360.2% |
| All | +748.0% | +5,417.8% | -4,669.8% | -17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling