+190.0%
MAGS vs DUOL
+8.4%
+181.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.7% | +0.3% |
| 7D | +1.2% | -7.8% | +9.0% | +2.5% |
| 30D | -0.1% | +11.8% | -11.9% | -2.1% |
| 3M | +3.8% | +24.1% | -20.3% | -0.5% |
| 6M | +13.2% | +43.6% | -30.4% | +5.2% |
| YTD | +4.7% | -16.6% | +21.3% | +6.2% |
| 1Y | +14.4% | -46.0% | +60.4% | +23.3% |
| 3Y | +128.6% | -6.5% | +135.0% | +111.5% |
| All | +190.0% | +8.4% | +181.5% | +164.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling