-87.5%
MSTU vs DPZ
-19.8%
-67.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.2% | -1.3% | -2.8% |
| 7D | +12.9% | -7.3% | +20.2% | +18.5% |
| 30D | +68.3% | -7.6% | +75.9% | +75.0% |
| 3M | +0.4% | +1.8% | -1.4% | -4.5% |
| 6M | -41.5% | -21.8% | -19.7% | -28.3% |
| YTD | -61.7% | -22.0% | -39.7% | -53.0% |
| 1Y | -93.7% | -28.6% | -65.1% | -91.4% |
| All | -87.5% | -19.8% | -67.7% | -86.6% |
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 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