+184.7%
MS vs DUOL
+2.2%
+182.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.6% |
| 7D | +1.4% | +5.1% | -3.7% | +0.8% |
| 30D | -0.3% | +14.1% | -14.4% | -1.9% |
| 3M | +0.3% | +41.5% | -41.2% | -4.3% |
| 6M | +31.3% | +60.6% | -29.3% | +22.6% |
| YTD | +24.7% | -12.0% | +36.6% | +25.0% |
| 1Y | +47.9% | -43.4% | +91.3% | +55.1% |
| All | +184.7% | +2.2% | +182.5% | +181.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling