+34.3%
MAS vs DUOL
+9.2%
+25.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.7% | +4.5% | +2.0% |
| 7D | -0.8% | +5.1% | -5.8% | -1.2% |
| 30D | -5.6% | +14.1% | -19.7% | -6.8% |
| 3M | +4.4% | +41.5% | -37.1% | +1.0% |
| 6M | +7.2% | +60.6% | -53.4% | +2.1% |
| YTD | +16.1% | -12.0% | +28.1% | +16.4% |
| 1Y | +0.1% | -43.4% | +43.5% | +3.8% |
| 3Y | +28.3% | +3.7% | +24.6% | +22.0% |
| 5Y | +30.5% | -5.3% | +35.7% | +14.3% |
| All | +34.3% | +9.2% | +25.1% | +17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling