+512.7%
MTSI vs DPZ
+129.5%
+383.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.4% | +10.8% | +10.4% |
| 7D | +7.2% | -3.5% | +10.7% | +8.2% |
| 30D | -18.4% | +5.7% | -24.1% | -20.2% |
| 3M | -16.7% | -7.5% | -9.2% | -15.7% |
| 6M | -31.7% | +6.2% | -37.9% | -35.1% |
| YTD | +45.9% | -19.8% | +65.7% | +52.4% |
| 1Y | +47.0% | -18.0% | +65.0% | +52.1% |
| 3Y | +224.1% | -8.8% | +232.9% | +217.3% |
| 5Y | +238.5% | -30.2% | +268.7% | +256.8% |
| 10Y | +512.7% | +132.0% | +380.7% | +375.8% |
| All | +512.7% | +129.5% | +383.2% | +375.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling