+878.4%
MSFT vs DINO
+492.4%
+386.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -0.8% | +2.3% | -3.1% | -1.2% |
| 30D | +0.8% | +22.6% | -21.8% | -2.2% |
| 3M | +27.2% | +55.2% | -28.0% | +19.0% |
| 6M | +22.9% | +93.8% | -70.9% | +10.9% |
| YTD | +3.1% | +139.5% | -136.4% | -10.3% |
| 1Y | -0.3% | +115.3% | -115.6% | -12.0% |
| 3Y | +50.1% | +98.8% | -48.7% | +31.4% |
| 5Y | +74.6% | +333.5% | -258.8% | +31.4% |
| All | +878.4% | +492.4% | +386.0% | +611.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling