+59.9%
MAS vs DUOL
-24.0%
+83.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | -0.2% |
| 7D | +1.2% | +0.3% | +0.9% | +1.1% |
| 30D | +21.6% | +12.4% | +9.2% | +20.0% |
| 3M | +14.1% | +16.9% | -2.8% | +12.0% |
| 6M | +22.6% | +48.5% | -25.9% | +17.5% |
| YTD | +35.4% | -10.3% | +45.7% | +35.4% |
| 1Y | +37.5% | -15.6% | +53.1% | +38.0% |
| All | +59.9% | -24.0% | +83.9% | +56.5% |
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