+188.2%
MAGS vs DUOL
+22.4%
+165.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.0% | -5.3% | -1.0% |
| 7D | +1.7% | +3.0% | -1.4% | +1.1% |
| 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% | +2.9% |
| 1Y | +7.5% | -11.4% | +18.9% | +7.2% |
| 3Y | +122.0% | -22.5% | +144.6% | +112.3% |
| All | +188.2% | +22.4% | +165.8% | +155.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling