-16.6%
MOS vs DUOL
+13.5%
-30.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.0% | -0.1% |
| 7D | +21.6% | +21.9% | -0.3% | +18.8% |
| 30D | +12.0% | +5.7% | +6.2% | +10.9% |
| 3M | -3.9% | +30.9% | -34.8% | -7.1% |
| 6M | -3.3% | +52.8% | -56.1% | -8.9% |
| YTD | -4.6% | -8.6% | +3.9% | -5.2% |
| 1Y | -7.0% | -17.2% | +10.2% | -6.5% |
| 3Y | -24.4% | +2.0% | -26.4% | -29.0% |
| 5Y | -32.1% | +4.4% | -36.5% | -41.9% |
| All | -16.6% | +13.5% | -30.1% | -28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling