-93.7%
MSTU vs DPZ
-29.3%
-64.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.2% | -1.3% | -5.8% |
| 7D | +12.9% | -7.3% | +20.2% | +12.1% |
| 30D | +68.3% | -7.6% | +75.9% | +68.0% |
| 3M | +0.4% | +1.8% | -1.4% | 0.0% |
| 6M | -41.5% | -21.8% | -19.7% | -39.7% |
| YTD | -61.7% | -22.0% | -39.7% | -61.1% |
| 1Y | -93.7% | -28.6% | -65.1% | -92.3% |
| All | -93.7% | -29.3% | -64.4% | -92.3% |
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