+922.5%
MSI vs DPZ
+5,417.8%
-4,495.3%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.4% |
| 7D | -3.7% | -2.5% | -1.1% | -3.0% |
| 30D | +6.8% | -7.0% | +13.8% | +8.8% |
| 3M | +14.3% | +11.6% | +2.7% | +10.4% |
| 6M | -1.6% | -15.2% | +13.6% | +2.2% |
| YTD | +22.8% | -17.2% | +40.0% | +28.1% |
| 1Y | -1.1% | -24.8% | +23.7% | +5.8% |
| 3Y | +70.5% | -8.7% | +79.1% | +69.3% |
| 5Y | +102.8% | -28.9% | +131.7% | +112.2% |
| 10Y | +597.4% | +153.6% | +443.8% | +366.0% |
| All | +922.5% | +5,417.8% | -4,495.3% | +86.9% |
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