+193.4%
MAGS vs DUOL
+6.4%
+187.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.2% |
| 7D | +0.6% | -7.0% | +7.6% | +1.7% |
| 30D | +3.2% | +6.7% | -3.5% | +1.9% |
| 3M | +7.7% | +16.0% | -8.3% | +4.3% |
| 6M | +12.5% | +45.4% | -33.0% | +4.2% |
| YTD | +6.0% | -18.1% | +24.1% | +7.7% |
| 1Y | +14.4% | -53.6% | +67.9% | +27.0% |
| 3Y | +127.5% | -11.0% | +138.5% | +112.2% |
| All | +193.4% | +6.4% | +187.0% | +167.9% |
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