+191.0%
MAGS vs DUOL
+3.1%
+187.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.9% | +5.2% | +1.1% |
| 7D | +0.8% | -11.8% | +12.6% | +2.7% |
| 30D | +0.4% | +1.5% | -1.1% | -0.1% |
| 3M | +5.6% | +18.1% | -12.6% | +1.9% |
| 6M | +12.3% | +38.7% | -26.3% | +4.9% |
| YTD | +5.1% | -20.7% | +25.8% | +7.4% |
| 1Y | +14.0% | -49.1% | +63.1% | +24.0% |
| 3Y | +129.4% | -11.0% | +140.4% | +113.8% |
| All | +191.0% | +3.1% | +187.9% | +167.0% |
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