+206.9%
MTSI vs DPZ
-28.5%
+235.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.5% | -8.1% | -6.2% |
| 7D | +10.0% | +2.2% | +7.8% | +9.4% |
| 30D | -20.3% | +15.5% | -35.8% | -23.6% |
| 3M | -24.4% | -2.0% | -22.4% | -24.6% |
| 6M | -39.2% | +12.1% | -51.3% | -43.0% |
| YTD | +35.5% | -16.6% | +52.1% | +42.2% |
| 1Y | +43.0% | -14.6% | +57.6% | +48.3% |
| 3Y | +196.3% | -4.1% | +200.4% | +182.9% |
| All | +206.9% | -28.5% | +235.4% | +242.8% |
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