+14.4%
MAGS vs DUOL
-51.5%
+65.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.1% |
| 7D | +0.6% | -7.0% | +7.6% | +1.1% |
| 30D | +3.2% | +6.7% | -3.5% | +2.7% |
| 3M | +7.7% | +16.0% | -8.3% | +6.3% |
| 6M | +12.5% | +45.4% | -33.0% | +8.9% |
| YTD | +6.0% | -18.1% | +24.1% | +6.2% |
| 1Y | +14.4% | -53.6% | +67.9% | +17.4% |
| All | +14.4% | -51.5% | +65.9% | +17.4% |
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