-2.2%
MA vs DINO
+115.5%
-117.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -3.5% | +2.0% | -5.5% | -3.5% |
| 30D | +0.8% | +27.7% | -26.9% | +0.8% |
| 3M | +14.8% | +56.3% | -41.5% | +15.4% |
| 6M | +10.0% | +107.6% | -97.6% | +10.4% |
| YTD | -0.1% | +140.2% | -140.3% | -0.3% |
| 1Y | -2.2% | +113.0% | -115.2% | -2.7% |
| All | -2.2% | +115.5% | -117.7% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 1y: compounded portfolio wealth divided by compounded DINO 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…
1y analysis · Full analysis span regression · 6 months rolling