+20.9%
MS vs DINO
+105.4%
-84.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -7.8% | +12.0% | +3.8% |
| 7D | +2.6% | -6.6% | +9.2% | +2.2% |
| 30D | +2.6% | -9.2% | +11.9% | +2.1% |
| 3M | -10.1% | +19.2% | -29.3% | -9.7% |
| 6M | +4.4% | +47.6% | -43.2% | +5.8% |
| YTD | +11.7% | +132.2% | -120.5% | +10.7% |
| 1Y | +20.9% | +102.0% | -81.0% | +20.5% |
| All | +20.9% | +105.4% | -84.4% | +20.5% |
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