-9.6%
MOS vs DUOL
-6.3%
-3.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.2% | +1.7% |
| 7D | +9.5% | +5.1% | +4.4% | +8.9% |
| 30D | +10.4% | +14.1% | -3.7% | +8.7% |
| 3M | +12.9% | +41.5% | -28.6% | +8.0% |
| 6M | +1.2% | +60.6% | -59.4% | -5.0% |
| YTD | +9.3% | -12.0% | +21.3% | +9.7% |
| 1Y | -18.0% | -43.4% | +25.4% | -13.7% |
| 3Y | -29.0% | +3.7% | -32.7% | -33.5% |
| All | -9.6% | -6.3% | -3.3% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling