+51.9%
MAS vs DUOL
+13.5%
+38.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.1% | -2.1% |
| 7D | +2.0% | +21.9% | -19.9% | +0.1% |
| 30D | +19.4% | +5.7% | +13.7% | +18.5% |
| 3M | +9.4% | +30.9% | -21.4% | +6.4% |
| 6M | +15.3% | +52.8% | -37.4% | +10.2% |
| YTD | +31.3% | -8.6% | +39.9% | +30.6% |
| 1Y | +34.9% | -17.2% | +52.1% | +35.2% |
| 3Y | +58.6% | +2.0% | +56.6% | +50.8% |
| 5Y | +40.7% | +4.4% | +36.3% | +23.4% |
| All | +51.9% | +13.5% | +38.5% | +31.8% |
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