+2.7%
MSCI vs DUOL
+9.2%
-6.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.5% | +0.1% |
| 7D | +0.4% | +5.1% | -4.7% | -0.3% |
| 30D | +0.6% | +14.1% | -13.6% | -1.5% |
| 3M | -7.1% | +41.5% | -48.6% | -11.7% |
| 6M | +0.8% | +60.6% | -59.8% | -6.2% |
| YTD | +1.0% | -12.0% | +13.0% | +1.2% |
| 1Y | +4.3% | -43.4% | +47.7% | +9.6% |
| 3Y | +9.9% | +3.7% | +6.2% | -2.1% |
| 5Y | -6.8% | -5.3% | -1.5% | -24.4% |
| All | +2.7% | +9.2% | -6.5% | -18.4% |
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