+58.6%
MAS vs DUOL
-0.2%
+58.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.1% | -2.1% |
| 7D | +2.0% | +21.9% | -19.9% | +0.2% |
| 30D | +19.4% | +5.7% | +13.7% | +18.4% |
| 3M | +9.4% | +30.9% | -21.4% | +6.6% |
| 6M | +15.3% | +52.8% | -37.4% | +10.6% |
| YTD | +31.3% | -8.6% | +39.9% | +31.1% |
| 1Y | +34.9% | -17.2% | +52.1% | +35.6% |
| 3Y | +58.6% | +2.0% | +56.6% | +56.7% |
| All | +58.6% | -0.2% | +58.8% | +56.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling