+736.9%
MSTR vs DPZ
+153.4%
+583.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.7% |
| 7D | +12.2% | -2.5% | +14.7% | +13.2% |
| 30D | +45.2% | -7.0% | +52.1% | +48.6% |
| 3M | +10.4% | +11.6% | -1.2% | +4.1% |
| 6M | -2.5% | -15.2% | +12.7% | +2.7% |
| YTD | -6.0% | -17.2% | +11.2% | -0.2% |
| 1Y | -56.4% | -24.8% | -31.6% | -52.0% |
| 3Y | +306.3% | -8.7% | +315.0% | +309.1% |
| 5Y | +100.5% | -28.9% | +129.4% | +112.9% |
| All | +736.9% | +153.4% | +583.5% | +598.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling