+102.8%
MSI vs DPZ
-28.9%
+131.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.5% |
| 7D | -3.7% | -2.5% | -1.1% | -3.1% |
| 30D | +6.8% | -7.0% | +13.8% | +8.6% |
| 3M | +14.3% | +11.6% | +2.7% | +10.6% |
| 6M | -1.6% | -15.2% | +13.6% | +1.9% |
| YTD | +22.8% | -17.2% | +40.0% | +27.8% |
| 1Y | -1.1% | -24.8% | +23.7% | +5.4% |
| 3Y | +70.5% | -8.7% | +79.1% | +67.4% |
| All | +102.8% | -28.9% | +131.7% | +126.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling