+521.9%
MSTR vs DPZ
+129.5%
+392.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -14.2% | -3.5% | -10.6% | -13.0% |
| 30D | -19.9% | +5.7% | -25.6% | -21.7% |
| 3M | +27.3% | -7.5% | +34.8% | +30.3% |
| 6M | -37.6% | +6.2% | -43.8% | -40.1% |
| YTD | -19.5% | -19.8% | +0.3% | -13.7% |
| 1Y | -47.1% | -18.0% | -29.1% | -44.0% |
| 3Y | +140.3% | -8.8% | +149.1% | +141.7% |
| 5Y | +49.5% | -30.2% | +79.7% | +59.9% |
| 10Y | +521.9% | +132.0% | +389.9% | +449.7% |
| All | +521.9% | +129.5% | +392.3% | +449.7% |
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