-0.6%
MSCI vs DUOL
-1.5%
+0.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.5% | +1.2% |
| 7D | -1.1% | -11.8% | +10.7% | +0.6% |
| 30D | -1.2% | +1.5% | -2.7% | -1.5% |
| 3M | -8.4% | +18.1% | -26.5% | -10.8% |
| 6M | -1.0% | +38.7% | -39.7% | -6.0% |
| YTD | -2.3% | -20.7% | +18.4% | -0.6% |
| 1Y | -1.2% | -49.1% | +47.9% | +5.4% |
| 3Y | +7.9% | -11.0% | +19.0% | -1.6% |
| 5Y | -10.1% | -18.0% | +7.9% | -26.0% |
| All | -0.6% | -1.5% | +0.9% | -19.9% |
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