+6.3%
MAGS vs DUOL
-38.2%
+44.5%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +26.0% | -23.8% | +0.5% |
| 7D | -1.4% | +19.3% | -20.6% | -2.7% |
| 30D | -4.4% | +9.6% | -14.0% | -5.2% |
| 3M | +1.9% | +17.1% | -15.2% | +0.4% |
| 6M | +4.9% | +46.3% | -41.4% | +1.3% |
| YTD | +6.5% | -8.1% | +14.7% | +5.9% |
| 1Y | +6.3% | -38.5% | +44.8% | +8.3% |
| All | +6.3% | -38.2% | +44.5% | +8.3% |
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