+73.6%
MKSI vs DUOL
+1.6%
+72.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.3% |
| 7D | +2.7% | -7.0% | +9.7% | +3.9% |
| 30D | -12.8% | +6.7% | -19.5% | -14.4% |
| 3M | -22.5% | +16.0% | -38.5% | -26.2% |
| 6M | +19.4% | +45.4% | -26.0% | +7.3% |
| YTD | +67.7% | -18.1% | +85.9% | +69.2% |
| 1Y | +131.4% | -53.6% | +185.0% | +160.1% |
| 3Y | +197.3% | -11.0% | +208.3% | +178.0% |
| 5Y | +87.0% | -17.1% | +104.1% | +50.2% |
| All | +73.6% | +1.6% | +72.0% | +38.9% |
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