+14.9%
MAGS vs DUOL
-43.9%
+58.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -1.2% |
| 7D | +0.5% | +5.1% | -4.6% | +0.2% |
| 30D | +1.5% | +14.1% | -12.7% | +0.5% |
| 3M | +0.5% | +41.5% | -41.0% | -2.1% |
| 6M | +11.6% | +60.6% | -49.0% | +7.4% |
| YTD | +5.3% | -12.0% | +17.3% | +5.0% |
| 1Y | +14.9% | -43.4% | +58.2% | +17.8% |
| All | +14.9% | -43.9% | +58.7% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling