+59.4%
MAS vs DUOL
+9.1%
+50.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -3.8% | +8.3% | +4.8% |
| 7D | +3.3% | +14.0% | -10.8% | +1.9% |
| 30D | +25.5% | +2.9% | +22.6% | +24.8% |
| 3M | +11.8% | +17.8% | -6.1% | +9.6% |
| 6M | +21.3% | +42.8% | -21.5% | +16.6% |
| YTD | +37.7% | -12.1% | +49.9% | +37.5% |
| 1Y | +41.0% | -23.3% | +64.4% | +42.3% |
| 3Y | +63.0% | -24.0% | +87.0% | +59.3% |
| 5Y | +44.1% | +5.1% | +39.0% | +26.9% |
| All | +59.4% | +9.1% | +50.3% | +38.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling