-7.2%
MOS vs DUOL
-15.8%
+8.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.8% | -5.6% | -1.3% |
| 7D | +5.5% | +1.8% | +3.7% | +5.2% |
| 30D | +21.0% | +11.1% | +9.9% | +17.6% |
| 3M | -0.5% | +21.2% | -21.6% | -2.7% |
| 6M | +6.6% | +56.1% | -49.5% | +5.5% |
| YTD | -2.8% | -6.5% | +3.7% | -1.2% |
| All | -7.2% | -15.8% | +8.6% | -4.6% |
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