+174.7%
MS vs DINO
+115.2%
+59.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | +3.7% | +5.0% | -1.3% | +2.7% |
| 30D | +2.0% | -19.9% | +21.9% | +6.1% |
| 3M | -12.6% | +16.8% | -29.3% | -16.2% |
| 6M | -0.3% | +44.8% | -45.1% | -9.5% |
| YTD | +9.0% | +128.0% | -119.1% | -14.9% |
| 1Y | +13.9% | +95.0% | -81.2% | -6.4% |
| All | +174.7% | +115.2% | +59.5% | +95.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling