+514.9%
MTSI vs DPZ
+153.4%
+361.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +4.0% |
| 7D | +1.4% | -2.5% | +3.9% | +2.2% |
| 30D | +2.1% | -7.0% | +9.0% | +3.9% |
| 3M | -29.7% | +11.6% | -41.3% | -33.5% |
| 6M | +12.5% | -15.2% | +27.7% | +16.8% |
| YTD | +57.0% | -17.2% | +74.3% | +64.0% |
| 1Y | +103.9% | -24.8% | +128.8% | +120.2% |
| 3Y | +223.6% | -8.7% | +232.2% | +219.7% |
| 5Y | +321.6% | -28.9% | +350.5% | +345.4% |
| All | +514.9% | +153.4% | +361.5% | +353.1% |
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 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