+96.0%
MA vs DUOL
+0.2%
+95.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.3% | +0.9% |
| 7D | -0.3% | +14.0% | -14.4% | -1.9% |
| 30D | +11.3% | +2.9% | +8.4% | +10.6% |
| 3M | +16.7% | +17.8% | -1.2% | +14.2% |
| 6M | +32.8% | +42.8% | -10.1% | +27.0% |
| YTD | +15.6% | -12.1% | +27.7% | +15.2% |
| 1Y | +19.6% | -23.3% | +42.9% | +20.5% |
| 3Y | +72.1% | -24.0% | +96.1% | +66.4% |
| 5Y | +96.0% | +5.1% | +90.9% | +69.6% |
| All | +96.0% | +0.2% | +95.8% | +69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling