+67.5%
MA vs DINO
+313.0%
-245.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -1.8% |
| 7D | -1.8% | +4.2% | -5.9% | -2.3% |
| 30D | +1.4% | +33.9% | -32.5% | -2.8% |
| 3M | +17.7% | +50.5% | -32.8% | +10.8% |
| 6M | +9.7% | +95.2% | -85.5% | -1.2% |
| YTD | +0.5% | +140.6% | -140.1% | -12.9% |
| 1Y | -2.1% | +119.0% | -121.0% | -14.0% |
| 3Y | +40.1% | +100.4% | -60.3% | +21.4% |
| 5Y | +67.5% | +324.6% | -257.1% | +22.7% |
| All | +67.5% | +313.0% | -245.5% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling