-44.4%
DUOL vs MSTZ
-99.2%
+54.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +5.5% | -10.3% | -4.4% |
| 7D | -11.8% | -23.6% | +11.8% | -13.1% |
| 30D | +1.5% | -60.7% | +62.2% | -4.5% |
| 3M | +18.1% | -58.3% | +76.4% | +13.8% |
| 6M | +38.7% | -60.0% | +98.7% | +35.8% |
| YTD | -20.7% | -75.2% | +54.6% | -22.3% |
| 1Y | -49.1% | -19.9% | -29.2% | -43.3% |
| All | -44.4% | -99.2% | +54.8% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 3y: compounded portfolio wealth divided by compounded MSTZ 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…
3y analysis · Full analysis span regression · 6 months rolling