-34.4%
MOS vs DUOL
+11.7%
-46.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.0% | -4.3% | +0.1% |
| 7D | -2.0% | +3.0% | -5.0% | -2.4% |
| 30D | +15.3% | +18.3% | -3.0% | +12.7% |
| 3M | +1.5% | +14.7% | -13.2% | -0.7% |
| 6M | -2.0% | +57.5% | -59.4% | -8.2% |
| YTD | -6.5% | -5.8% | -0.7% | -7.5% |
| 1Y | -11.1% | -11.4% | +0.3% | -11.3% |
| 3Y | -30.3% | -22.5% | -7.7% | -32.1% |
| All | -34.4% | +11.7% | -46.1% | -43.9% |
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 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