+5,256.1%
MS vs DINO
+16,922.4%
-11,666.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -1.6% | -15.5% | +13.9% | +3.9% |
| 30D | -3.8% | -16.0% | +12.2% | +1.3% |
| 3M | -14.6% | +17.9% | -32.5% | -20.2% |
| 6M | -5.1% | +38.5% | -43.6% | -16.7% |
| YTD | +4.5% | +115.8% | -111.3% | -22.5% |
| 1Y | +13.5% | +87.1% | -73.6% | -11.8% |
| 3Y | +160.4% | +96.5% | +63.9% | +93.4% |
| 5Y | +112.9% | +249.9% | -137.0% | +22.2% |
| 10Y | +633.4% | +472.9% | +160.6% | +208.9% |
| All | +5,256.1% | +16,922.4% | -11,666.2% | +986.9% |
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