-90.8%
MSTU vs DPZ
-17.5%
-73.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.2% |
| 7D | -27.7% | -3.5% | -24.2% | -26.1% |
| 30D | -40.3% | +5.7% | -46.0% | -42.4% |
| 3M | +26.4% | -7.5% | +33.9% | +31.7% |
| 6M | -75.7% | +6.2% | -81.9% | -77.7% |
| YTD | -71.9% | -19.8% | -52.1% | -66.1% |
| 1Y | -89.3% | -18.0% | -71.3% | -87.6% |
| All | -90.8% | -17.5% | -73.3% | -90.3% |
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 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