+42.7%
MKSI vs DUOL
-38.2%
+80.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +26.0% | -31.0% | +0.8% |
| 7D | -10.7% | +19.3% | -29.9% | -6.3% |
| 30D | -30.5% | +9.6% | -40.1% | -28.3% |
| 3M | -39.2% | +17.1% | -56.2% | -35.9% |
| 6M | -33.0% | +46.3% | -79.3% | -26.2% |
| YTD | +22.3% | -8.1% | +30.4% | +25.9% |
| 1Y | +42.7% | -38.5% | +81.1% | +33.5% |
| All | +42.7% | -38.2% | +80.9% | +33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling