+52.5%
MAS vs DUOL
+13.5%
+39.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -1.7% |
| 7D | +2.4% | +21.9% | -19.6% | +0.5% |
| 30D | +19.8% | +5.7% | +14.1% | +18.9% |
| 3M | +9.8% | +30.9% | -21.0% | +6.8% |
| 6M | +15.8% | +52.8% | -37.0% | +10.6% |
| YTD | +31.8% | -8.6% | +40.4% | +31.1% |
| 1Y | +35.4% | -17.2% | +52.6% | +35.7% |
| 3Y | +59.2% | +2.0% | +57.2% | +51.4% |
| 5Y | +41.2% | +4.4% | +36.9% | +23.9% |
| All | +52.5% | +13.5% | +39.1% | +32.3% |
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