-85.6%
MSTU vs DPZ
-14.9%
-70.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.4% | -2.1% |
| 7D | +21.3% | -2.5% | +23.9% | +23.1% |
| 30D | +90.8% | -7.0% | +97.8% | +98.4% |
| 3M | -6.8% | +11.6% | -18.4% | -17.5% |
| 6M | -39.8% | -15.2% | -24.7% | -30.6% |
| YTD | -55.7% | -17.2% | -38.4% | -47.6% |
| 1Y | -92.7% | -24.8% | -67.8% | -90.3% |
| All | -85.6% | -14.9% | -70.7% | -85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling