-88.0%
MSTU vs DUOL
-40.7%
-47.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +4.2% |
| 7D | -16.6% | -7.0% | -9.6% | -12.8% |
| 30D | +69.7% | +6.7% | +63.0% | +61.0% |
| 3M | -7.5% | +16.0% | -23.5% | -18.7% |
| 6M | -43.1% | +45.4% | -88.5% | -57.4% |
| YTD | -63.0% | -18.1% | -44.9% | -59.9% |
| 1Y | -93.8% | -53.6% | -40.2% | -90.4% |
| All | -88.0% | -40.7% | -47.2% | -80.1% |
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