-86.8%
MSTU vs DPZ
-16.3%
-70.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.7% | -7.0% | -7.6% |
| 7D | +16.1% | -1.5% | +17.6% | +17.3% |
| 30D | +68.7% | -4.4% | +73.1% | +71.8% |
| 3M | -11.0% | +7.6% | -18.6% | -18.7% |
| 6M | -33.4% | -16.9% | -16.4% | -21.9% |
| YTD | -59.5% | -18.6% | -40.9% | -51.6% |
| 1Y | -93.4% | -26.7% | -66.7% | -91.0% |
| All | -86.8% | -16.3% | -70.5% | -86.2% |
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