+41.5%
MAS vs DUOL
+4.3%
+37.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -1.7% |
| 7D | +2.4% | +21.9% | -19.6% | +0.3% |
| 30D | +19.8% | +5.7% | +14.1% | +18.8% |
| 3M | +9.8% | +30.9% | -21.0% | +6.5% |
| 6M | +15.8% | +52.8% | -37.0% | +10.1% |
| YTD | +31.8% | -8.6% | +40.4% | +31.1% |
| 1Y | +35.4% | -17.2% | +52.6% | +35.8% |
| 3Y | +59.2% | +2.0% | +57.2% | +49.7% |
| All | +41.5% | +4.3% | +37.2% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling