+76.3%
MSFU vs DPZ
-0.4%
+76.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.7% | -2.5% | -3.6% |
| 7D | -5.7% | -2.5% | -3.1% | -4.9% |
| 30D | +4.2% | -7.0% | +11.1% | +6.4% |
| 3M | +27.9% | +11.6% | +16.3% | +23.2% |
| 6M | +37.1% | -15.2% | +52.3% | +42.5% |
| YTD | -7.4% | -17.2% | +9.9% | -3.2% |
| 1Y | -19.6% | -24.8% | +5.2% | -13.6% |
| 3Y | +33.2% | -8.7% | +41.9% | +30.2% |
| All | +76.3% | -0.4% | +76.8% | +63.0% |
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