+77.9%
MA vs DUOL
+16.9%
+61.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.0% | -3.7% | +0.9% |
| 7D | +1.3% | +3.0% | -1.7% | +1.0% |
| 30D | +9.6% | +18.3% | -8.7% | +7.6% |
| 3M | +16.8% | +14.7% | +2.1% | +14.7% |
| 6M | +35.2% | +57.5% | -22.3% | +28.5% |
| YTD | +16.6% | -5.8% | +22.4% | +15.3% |
| 1Y | +19.8% | -11.4% | +31.2% | +19.1% |
| 3Y | +70.7% | -22.5% | +93.2% | +65.6% |
| 5Y | +87.4% | +6.6% | +80.8% | +62.0% |
| All | +77.9% | +16.9% | +61.0% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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