+103.9%
MSFU vs DPZ
-1.8%
+105.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.5% |
| 7D | +14.6% | +3.7% | +10.9% | +13.5% |
| 30D | +2.1% | +8.0% | -5.9% | -0.4% |
| 3M | +14.7% | -4.2% | +18.9% | +16.0% |
| 6M | +55.7% | +4.6% | +51.1% | +52.6% |
| YTD | +7.1% | -18.4% | +25.5% | +12.3% |
| 1Y | -0.5% | -16.8% | +16.3% | +3.5% |
| 3Y | +35.7% | -5.0% | +40.8% | +30.4% |
| All | +103.9% | -1.8% | +105.7% | +89.1% |
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