-2.1%
MSI vs DPZ
-26.3%
+24.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.8% |
| 7D | -5.8% | -1.5% | -4.3% | -5.5% |
| 30D | -1.0% | -4.4% | +3.5% | -0.2% |
| 3M | +14.2% | +7.6% | +6.5% | +11.9% |
| 6M | +1.0% | -16.9% | +18.0% | +2.4% |
| YTD | +21.5% | -18.6% | +40.1% | +23.4% |
| 1Y | -2.1% | -26.7% | +24.5% | -0.4% |
| All | -2.1% | -26.3% | +24.2% | -0.4% |
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