+186.2%
MTSI vs DPZ
-3.1%
+189.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.2% | +13.0% | +10.9% |
| 7D | -10.0% | +6.6% | -16.5% | -10.4% |
| 30D | -37.2% | +10.3% | -47.5% | -37.7% |
| 3M | -30.1% | -6.2% | -23.9% | -29.2% |
| 6M | -31.9% | +4.2% | -36.1% | -33.0% |
| YTD | +23.2% | -18.4% | +41.6% | +31.5% |
| 1Y | +26.4% | -14.9% | +41.3% | +32.3% |
| 3Y | +186.2% | -4.6% | +190.8% | +165.4% |
| All | +186.2% | -3.1% | +189.3% | +165.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling