-7.5%
MSCI vs DINO
+307.7%
-315.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +0.4% | +5.7% | -5.3% | -0.3% |
| 30D | +0.6% | +27.8% | -27.3% | -2.4% |
| 3M | -7.1% | +45.6% | -52.7% | -11.4% |
| 6M | +0.8% | +88.5% | -87.6% | -7.2% |
| YTD | +1.0% | +134.1% | -133.1% | -10.3% |
| 1Y | +4.3% | +111.1% | -106.8% | -6.3% |
| 3Y | +9.9% | +109.1% | -99.2% | -4.0% |
| All | -7.5% | +307.7% | -315.2% | -24.1% |
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