-86.8%
MSTU vs DUOL
-39.6%
-47.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -5.2% | -3.4% | -5.4% |
| 7D | +16.1% | -7.8% | +23.9% | +22.5% |
| 30D | +68.7% | +11.8% | +56.8% | +55.4% |
| 3M | -11.0% | +24.1% | -35.1% | -25.0% |
| 6M | -33.4% | +43.6% | -77.0% | -49.7% |
| YTD | -59.5% | -16.6% | -42.9% | -56.5% |
| 1Y | -93.4% | -46.0% | -47.3% | -90.8% |
| All | -86.8% | -39.6% | -47.2% | -78.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling