+113.8%
MSTR vs DUOL
-10.4%
+124.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.2% | +0.8% | -2.2% |
| 7D | +9.3% | -7.8% | +17.1% | +13.2% |
| 30D | +36.5% | +11.8% | +24.7% | +29.2% |
| 3M | +7.3% | +24.1% | -16.8% | -4.3% |
| 6M | +2.2% | +43.6% | -41.4% | -15.7% |
| YTD | -10.2% | -16.6% | +6.4% | -7.3% |
| 1Y | -58.6% | -46.0% | -12.6% | -49.9% |
| 3Y | +283.2% | -6.5% | +289.6% | +210.5% |
| 5Y | +113.8% | -7.4% | +121.2% | +19.6% |
| All | +113.8% | -10.4% | +124.2% | +19.6% |
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 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