+915.1%
MSFT vs DINO
+449.5%
+465.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | -1.3% | +5.7% | -7.0% | -2.1% |
| 30D | -1.8% | -19.6% | +17.7% | +1.1% |
| 3M | +5.6% | +11.8% | -6.2% | +3.4% |
| 6M | +29.8% | +49.0% | -19.1% | +21.5% |
| YTD | +9.0% | +128.1% | -119.1% | -5.1% |
| 1Y | +4.9% | +96.3% | -91.4% | -6.5% |
| 3Y | +46.2% | +113.8% | -67.6% | +25.9% |
| 5Y | +62.1% | +252.7% | -190.6% | +25.3% |
| All | +915.1% | +449.5% | +465.6% | +635.7% |
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