+3,609.1%
MSTR vs DPZ
+5,417.8%
-1,808.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.8% |
| 7D | +12.2% | -2.5% | +14.7% | +13.1% |
| 30D | +45.2% | -7.0% | +52.1% | +48.1% |
| 3M | +10.4% | +11.6% | -1.2% | +5.1% |
| 6M | -2.5% | -15.2% | +12.7% | +1.7% |
| YTD | -6.0% | -17.2% | +11.2% | -1.3% |
| 1Y | -56.4% | -24.8% | -31.6% | -52.9% |
| 3Y | +306.3% | -8.7% | +315.0% | +308.9% |
| 5Y | +100.5% | -28.9% | +129.4% | +119.5% |
| 10Y | +741.1% | +153.6% | +587.4% | +493.1% |
| All | +3,609.1% | +5,417.8% | -1,808.7% | +809.6% |
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 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