+122.0%
MAGS vs DUOL
-20.2%
+142.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.0% | -5.3% | -1.0% |
| 7D | +1.7% | +3.0% | -1.4% | +1.2% |
| 30D | -5.8% | +18.3% | -24.1% | -8.6% |
| 3M | +0.2% | +14.7% | -14.5% | -2.7% |
| 6M | -2.7% | +57.5% | -60.1% | -11.0% |
| YTD | +4.1% | -5.8% | +9.9% | +3.1% |
| 1Y | +7.5% | -11.4% | +18.9% | +7.4% |
| 3Y | +122.0% | -22.5% | +144.6% | +111.8% |
| All | +122.0% | -20.2% | +142.2% | +111.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling