+159.0%
MTSI vs DPZ
-27.3%
+186.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | +0.3% | -18.6% | -18.4% |
| 7D | -24.6% | +9.5% | -34.1% | -26.3% |
| 30D | -45.7% | +12.8% | -58.5% | -47.6% |
| 3M | -27.7% | -6.2% | -21.5% | -26.9% |
| 6M | -37.3% | +4.3% | -41.6% | -39.5% |
| YTD | +11.1% | -16.6% | +27.7% | +16.8% |
| 1Y | +27.2% | -12.8% | +40.0% | +30.7% |
| 3Y | +153.7% | -0.8% | +154.5% | +138.4% |
| 5Y | +159.0% | -25.8% | +184.8% | +181.8% |
| All | +159.0% | -27.3% | +186.2% | +181.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling