+46.2%
MSTR vs DUOL
+0.2%
+46.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.8% | +1.3% | -0.9% |
| 7D | -4.0% | +14.0% | -18.0% | -10.6% |
| 30D | -18.6% | +2.9% | -21.5% | -20.8% |
| 3M | +25.6% | +17.8% | +7.7% | +13.2% |
| 6M | -33.1% | +42.8% | -75.9% | -46.0% |
| YTD | -17.3% | -12.1% | -5.2% | -18.3% |
| 1Y | -48.1% | -23.3% | -24.7% | -45.4% |
| 3Y | +154.2% | -24.0% | +178.2% | +122.8% |
| 5Y | +46.2% | +5.1% | +41.1% | -27.3% |
| All | +46.2% | +0.2% | +46.0% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling