+26.9%
MSFU vs DUOL
-5.7%
+32.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.2% | +2.9% | -1.0% |
| 7D | -3.2% | -7.8% | +4.6% | -1.1% |
| 30D | -3.1% | +11.8% | -15.0% | -6.2% |
| 3M | +35.3% | +24.1% | +11.2% | +26.2% |
| 6M | +31.6% | +43.6% | -12.0% | +17.7% |
| YTD | -9.5% | -16.6% | +7.1% | -8.4% |
| 1Y | -18.4% | -46.0% | +27.6% | -10.6% |
| 3Y | +26.9% | -6.5% | +33.4% | +17.3% |
| All | +26.9% | -5.7% | +32.6% | +17.3% |
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