+570.4%
MSTR vs DPZ
+123.5%
+446.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.5% |
| 7D | -1.2% | +6.6% | -7.8% | -3.6% |
| 30D | -15.9% | +10.3% | -26.2% | -19.3% |
| 3M | +33.1% | -6.2% | +39.3% | +35.4% |
| 6M | -31.0% | +4.2% | -35.2% | -33.4% |
| YTD | -15.1% | -18.4% | +3.2% | -9.7% |
| 1Y | -45.6% | -14.9% | -30.7% | -43.3% |
| 3Y | +180.5% | -4.6% | +185.1% | +177.2% |
| 5Y | +61.7% | -27.4% | +89.1% | +71.0% |
| All | +570.4% | +123.5% | +446.9% | +502.3% |
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 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