+85.8%
MSFU vs DPZ
-3.5%
+89.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.3% | -4.6% |
| 7D | -12.7% | -3.5% | -9.1% | -11.6% |
| 30D | -9.0% | +5.7% | -14.7% | -10.6% |
| 3M | +2.9% | -7.5% | +10.4% | +5.3% |
| 6M | +43.5% | +6.2% | +37.3% | +40.2% |
| YTD | -2.4% | -19.8% | +17.4% | +2.9% |
| 1Y | -13.5% | -18.0% | +4.5% | -9.6% |
| 3Y | +19.2% | -8.8% | +28.0% | +16.2% |
| All | +85.8% | -3.5% | +89.2% | +73.2% |
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