+19.8%
MA vs DINO
+93.3%
-73.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +1.3% | +5.7% | -4.4% | +1.5% |
| 30D | +9.6% | -19.6% | +29.2% | +9.1% |
| 3M | +16.8% | +11.8% | +5.0% | +16.8% |
| 6M | +35.2% | +49.0% | -13.8% | +36.4% |
| YTD | +16.6% | +128.1% | -111.6% | +18.8% |
| 1Y | +19.8% | +96.3% | -76.5% | +20.1% |
| All | +19.8% | +93.3% | -73.6% | +20.1% |
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