+32.3%
MSCI vs DUOL
-16.6%
+48.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.8% | +4.7% | +1.2% |
| 7D | +1.5% | +14.0% | -12.6% | 0.0% |
| 30D | +14.4% | +2.9% | +11.5% | +13.7% |
| 3M | +15.2% | +17.8% | -2.6% | +12.9% |
| 6M | +11.2% | +42.8% | -31.6% | +7.4% |
| YTD | +13.9% | -12.1% | +26.0% | +12.6% |
| 1Y | +12.5% | -23.3% | +35.8% | +12.0% |
| 3Y | +32.3% | -24.0% | +56.3% | +32.9% |
| All | +32.3% | -16.6% | +48.9% | +32.9% |
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 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