-30.8%
MOS vs DUOL
-24.0%
-6.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.1% | -0.5% | -4.1% |
| 7D | -2.6% | +0.3% | -2.8% | -2.6% |
| 30D | +13.5% | +12.4% | +1.1% | +11.7% |
| 3M | -2.9% | +16.9% | -19.8% | -4.9% |
| 6M | -1.0% | +48.5% | -49.5% | -5.4% |
| YTD | -7.2% | -10.3% | +3.1% | -7.1% |
| 1Y | -11.4% | -15.6% | +4.2% | -10.7% |
| All | -30.8% | -24.0% | -6.8% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling