+120.8%
MSTR vs DUOL
+9.2%
+111.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.4% | -0.3% |
| 7D | +12.2% | +5.1% | +7.1% | +9.6% |
| 30D | +45.2% | +14.1% | +31.0% | +36.0% |
| 3M | +10.4% | +41.5% | -31.1% | -6.7% |
| 6M | -2.5% | +60.6% | -63.1% | -23.2% |
| YTD | -6.0% | -12.0% | +6.0% | -5.2% |
| 1Y | -56.4% | -43.4% | -13.0% | -48.4% |
| 3Y | +306.3% | +3.7% | +302.6% | +217.1% |
| 5Y | +100.5% | -5.3% | +105.8% | +14.0% |
| All | +120.8% | +9.2% | +111.6% | +23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling