-3.9%
MSFU vs DPZ
-16.5%
+12.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -0.1% |
| 3M | +14.7% | -4.2% | +18.9% | +16.0% |
| 6M | +55.7% | +4.6% | +51.1% | +50.6% |
| YTD | +7.1% | -18.4% | +25.5% | +3.8% |
| All | -3.9% | -16.5% | +12.6% | -6.8% |
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