-2.6%
MSI vs DUOL
-47.0%
+44.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.3% | -3.4% | +0.8% |
| 7D | -1.8% | -8.6% | +6.8% | -1.6% |
| 30D | -0.6% | +7.2% | -7.8% | -0.7% |
| 3M | +13.0% | +19.1% | -6.0% | +12.6% |
| 6M | +0.5% | +52.5% | -52.0% | -0.2% |
| YTD | +21.7% | -17.3% | +39.0% | +20.9% |
| 1Y | -2.6% | -49.2% | +46.6% | -3.2% |
| All | -2.6% | -47.0% | +44.4% | -3.2% |
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