-87.2%
MSTU vs DUOL
-38.2%
-49.0%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +26.0% | -15.7% | -2.9% |
| 7D | -4.8% | +19.3% | -24.1% | -13.9% |
| 30D | -29.6% | +9.6% | -39.2% | -33.4% |
| 3M | +69.4% | +17.1% | +52.3% | +52.3% |
| 6M | -62.2% | +46.3% | -108.6% | -71.2% |
| YTD | -61.1% | -8.1% | -53.0% | -62.3% |
| 1Y | -87.2% | -38.5% | -48.7% | -84.8% |
| All | -87.2% | -38.2% | -49.0% | -84.8% |
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