-0.8%
MSFT vs DUOL
-47.0%
+46.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | -0.4% |
| 7D | -3.5% | -8.6% | +5.1% | -2.3% |
| 30D | -2.1% | +7.2% | -9.2% | -3.2% |
| 3M | +24.2% | +19.1% | +5.1% | +20.0% |
| 6M | +21.9% | +52.5% | -30.7% | +13.2% |
| YTD | +2.5% | -17.3% | +19.8% | -0.1% |
| 1Y | -0.8% | -49.2% | +48.5% | -1.4% |
| All | -0.8% | -47.0% | +46.3% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling