+122.2%
MSI vs DUOL
+2.7%
+119.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.3% | -3.4% | +0.6% |
| 7D | -1.8% | -8.6% | +6.8% | -1.2% |
| 30D | -0.6% | +7.2% | -7.8% | -1.2% |
| 3M | +13.0% | +19.1% | -6.0% | +11.2% |
| 6M | +0.5% | +52.5% | -52.0% | -3.0% |
| YTD | +21.7% | -17.3% | +39.0% | +22.4% |
| 1Y | -2.6% | -49.2% | +46.6% | +1.0% |
| 3Y | +69.7% | -7.3% | +76.9% | +59.4% |
| 5Y | +102.8% | -16.3% | +119.1% | +74.0% |
| All | +122.2% | +2.7% | +119.5% | +93.7% |
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