-87.2%
MSTU vs DPZ
-14.7%
-72.5%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +5.4% | +4.9% | +10.3% |
| 7D | -4.8% | +10.1% | -14.9% | -4.7% |
| 30D | -29.6% | +14.6% | -44.2% | -29.5% |
| 3M | +69.4% | -6.8% | +76.1% | +70.7% |
| 6M | -62.2% | +4.4% | -66.6% | -61.9% |
| YTD | -61.1% | -16.8% | -44.2% | -59.5% |
| 1Y | -87.2% | -14.5% | -72.7% | -86.5% |
| All | -87.2% | -14.7% | -72.5% | -86.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling