+6,288.2%
MS vs DINO
+18,363.9%
-12,075.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +1.4% | +5.7% | -4.3% | -0.5% |
| 30D | -0.3% | +27.8% | -28.1% | -8.4% |
| 3M | +0.3% | +45.6% | -45.3% | -12.4% |
| 6M | +31.3% | +88.5% | -57.1% | +3.9% |
| YTD | +24.7% | +134.1% | -109.5% | -9.2% |
| 1Y | +47.9% | +111.1% | -63.2% | +11.1% |
| 3Y | +178.3% | +109.1% | +69.2% | +103.8% |
| 5Y | +144.9% | +307.2% | -162.3% | +34.5% |
| 10Y | +804.5% | +495.9% | +308.6% | +278.0% |
| All | +6,288.2% | +18,363.9% | -12,075.7% | +1,173.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling