+93.3%
MSFU vs DPZ
-1.8%
+95.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.2% |
| 7D | +2.5% | +6.6% | -4.1% | +0.6% |
| 30D | -1.3% | +10.3% | -11.6% | -4.3% |
| 3M | +8.6% | -6.2% | +14.8% | +10.6% |
| 6M | +48.4% | +4.2% | +44.2% | +45.7% |
| YTD | +1.6% | -18.4% | +20.0% | +6.5% |
| 1Y | -5.8% | -14.9% | +9.2% | -2.7% |
| 3Y | +30.9% | -4.6% | +35.6% | +25.6% |
| All | +93.3% | -1.8% | +95.1% | +79.3% |
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