-90.3%
MSTU vs DPZ
-16.1%
-74.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | 0.0% | -5.0% | -5.1% |
| 7D | -9.3% | +3.7% | -13.0% | -11.1% |
| 30D | -38.3% | +8.0% | -46.3% | -41.3% |
| 3M | +24.0% | -4.2% | +28.2% | +26.2% |
| 6M | -72.1% | +4.6% | -76.7% | -73.9% |
| YTD | -70.2% | -18.4% | -51.8% | -64.5% |
| 1Y | -89.6% | -16.8% | -72.8% | -88.0% |
| All | -90.3% | -16.1% | -74.2% | -89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling