+74.4%
MSI vs DPZ
-3.1%
+77.6%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.1% |
| 7D | +4.7% | +6.6% | -1.9% | +3.5% |
| 30D | +14.8% | +10.3% | +4.5% | +12.7% |
| 3M | +8.8% | -6.2% | +15.0% | +9.9% |
| 6M | +19.3% | +4.2% | +15.1% | +17.9% |
| YTD | +35.3% | -18.4% | +53.7% | +39.0% |
| 1Y | +33.8% | -14.9% | +48.7% | +36.3% |
| 3Y | +74.4% | -4.6% | +79.1% | +78.8% |
| All | +74.4% | -3.1% | +77.6% | +78.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling