+180.5%
MSTR vs DPZ
-3.1%
+183.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.5% |
| 7D | -1.2% | +6.6% | -7.8% | -3.4% |
| 30D | -15.9% | +10.3% | -26.2% | -19.0% |
| 3M | +33.1% | -6.2% | +39.3% | +35.7% |
| 6M | -31.0% | +4.2% | -35.2% | -33.2% |
| YTD | -15.1% | -18.4% | +3.2% | -7.7% |
| 1Y | -45.6% | -14.9% | -30.7% | -42.4% |
| 3Y | +180.5% | -4.6% | +185.1% | +210.0% |
| All | +180.5% | -3.1% | +183.6% | +210.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling