+66.3%
MA vs DUOL
-11.2%
+77.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | -0.1% |
| 7D | -3.5% | -11.8% | +8.3% | -2.4% |
| 30D | +0.8% | +1.5% | -0.7% | +0.5% |
| 3M | +14.8% | +18.1% | -3.4% | +12.5% |
| 6M | +10.0% | +38.7% | -28.7% | +5.8% |
| YTD | -0.1% | -20.7% | +20.6% | +0.9% |
| 1Y | -2.2% | -49.1% | +46.9% | +2.2% |
| 3Y | +39.3% | -11.0% | +50.3% | +32.3% |
| 5Y | +66.3% | -18.0% | +84.3% | +47.5% |
| All | +66.3% | -11.2% | +77.5% | +47.5% |
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