+826.3%
MTSI vs DPZ
+997.2%
-170.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | +0.3% | -18.6% | -18.4% |
| 7D | -24.6% | +9.5% | -34.1% | -26.8% |
| 30D | -45.7% | +12.8% | -58.5% | -48.0% |
| 3M | -27.7% | -6.2% | -21.5% | -27.2% |
| 6M | -37.3% | +4.3% | -41.6% | -40.0% |
| YTD | +11.1% | -16.6% | +27.7% | +14.7% |
| 1Y | +27.2% | -12.8% | +40.0% | +28.9% |
| 3Y | +153.7% | -0.8% | +154.5% | +141.0% |
| 5Y | +159.0% | -25.8% | +184.8% | +168.7% |
| 10Y | +405.6% | +130.9% | +274.7% | +230.5% |
| All | +826.3% | +997.2% | -170.9% | +226.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling