-1.9%
MOS vs DUOL
+3.5%
-5.5%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.2% | +7.9% | +3.2% |
| 7D | +7.1% | -7.8% | +14.9% | +7.9% |
| 30D | +15.0% | +11.8% | +3.2% | +13.5% |
| 3M | +24.1% | +24.1% | 0.0% | +20.5% |
| 6M | +2.7% | +43.6% | -40.9% | -2.4% |
| YTD | +12.2% | -16.6% | +28.8% | +13.1% |
| 1Y | -16.3% | -46.0% | +29.7% | -11.6% |
| 3Y | -23.3% | -6.5% | -16.8% | -27.1% |
| 5Y | -4.2% | -7.4% | +3.2% | -17.1% |
| All | -1.9% | +3.5% | -5.5% | -15.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling