+80.8%
MSFT vs DUOL
+1.6%
+79.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.7% | +0.8% |
| 7D | -0.8% | -7.0% | +6.2% | +0.1% |
| 30D | +0.8% | +6.7% | -5.9% | -0.3% |
| 3M | +27.2% | +16.0% | +11.2% | +23.8% |
| 6M | +22.9% | +45.4% | -22.5% | +15.6% |
| YTD | +3.1% | -18.1% | +21.3% | +4.1% |
| 1Y | -0.3% | -53.6% | +53.3% | +7.3% |
| 3Y | +50.1% | -11.0% | +61.1% | +42.2% |
| 5Y | +74.6% | -17.1% | +91.8% | +49.6% |
| All | +80.8% | +1.6% | +79.2% | +54.6% |
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