-88.4%
MSTU vs DUOL
-40.1%
-48.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.3% | -11.0% | -9.4% |
| 7D | -22.0% | -8.6% | -13.4% | -17.6% |
| 30D | +60.3% | +7.2% | +53.1% | +51.8% |
| 3M | -3.7% | +19.1% | -22.8% | -16.7% |
| 6M | -45.2% | +52.5% | -97.7% | -60.2% |
| YTD | -64.3% | -17.3% | -47.0% | -61.6% |
| 1Y | -94.0% | -49.2% | -44.8% | -91.3% |
| All | -88.4% | -40.1% | -48.2% | -80.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling