+124.4%
MS vs DUOL
+13.5%
+111.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.8% |
| 7D | -1.6% | +21.9% | -23.5% | -4.1% |
| 30D | -3.8% | +5.7% | -9.5% | -4.8% |
| 3M | -14.6% | +30.9% | -45.5% | -17.9% |
| 6M | -5.1% | +52.8% | -57.8% | -11.2% |
| YTD | +4.5% | -8.6% | +13.1% | +3.6% |
| 1Y | +13.5% | -17.2% | +30.7% | +13.8% |
| 3Y | +160.4% | +2.0% | +158.4% | +145.2% |
| 5Y | +112.9% | +4.4% | +108.5% | +80.7% |
| All | +124.4% | +13.5% | +111.0% | +94.4% |
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 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