+165.9%
MS vs DUOL
+3.5%
+162.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.2% | +4.5% | -0.1% |
| 7D | +2.5% | -7.8% | +10.3% | +3.4% |
| 30D | 0.0% | +11.8% | -11.9% | -1.6% |
| 3M | +2.4% | +24.1% | -21.7% | -0.9% |
| 6M | +36.4% | +43.6% | -7.2% | +28.9% |
| YTD | +23.8% | -16.6% | +40.4% | +24.7% |
| 1Y | +48.6% | -46.0% | +94.7% | +56.6% |
| 3Y | +179.1% | -6.5% | +185.6% | +166.4% |
| 5Y | +144.8% | -7.4% | +152.2% | +112.8% |
| All | +165.9% | +3.5% | +162.3% | +134.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling