-85.6%
MSTU vs DUOL
-36.3%
-49.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.4% | -1.5% |
| 7D | +21.3% | +5.1% | +16.2% | +16.9% |
| 30D | +90.8% | +14.1% | +76.7% | +72.9% |
| 3M | -6.8% | +41.5% | -48.3% | -27.8% |
| 6M | -39.8% | +60.6% | -100.4% | -58.0% |
| YTD | -55.7% | -12.0% | -43.7% | -54.0% |
| 1Y | -92.7% | -43.4% | -49.3% | -90.1% |
| All | -85.6% | -36.3% | -49.3% | -77.1% |
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 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