+17.1%
MS vs DUOL
-14.5%
+31.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.8% | -3.1% | +1.2% |
| 7D | -1.7% | +1.8% | -3.5% | -1.9% |
| 30D | +0.9% | +11.1% | -10.2% | -0.4% |
| 3M | -10.8% | +21.2% | -32.0% | -12.7% |
| 6M | +0.9% | +56.1% | -55.2% | -4.9% |
| YTD | +9.8% | -6.5% | +16.3% | +10.9% |
| 1Y | +17.1% | -15.8% | +32.9% | +20.2% |
| All | +17.1% | -14.5% | +31.6% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling