+76.9%
MSTR vs DUOL
+11.3%
+65.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.1% | -2.4% | -4.8% |
| 7D | -11.5% | +0.3% | -11.8% | -11.6% |
| 30D | -24.8% | +12.4% | -37.2% | -29.2% |
| 3M | +20.6% | +16.9% | +3.7% | +10.3% |
| 6M | -38.0% | +48.5% | -86.5% | -49.7% |
| YTD | -24.7% | -10.3% | -14.4% | -26.0% |
| 1Y | -49.1% | -15.6% | -33.4% | -48.7% |
| 3Y | +124.7% | -25.6% | +150.3% | +106.6% |
| 5Y | +40.9% | +1.5% | +39.4% | -22.0% |
| All | +76.9% | +11.3% | +65.6% | -3.6% |
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