+61.7%
MTSI vs DUOL
-38.2%
+100.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +26.0% | -27.0% | +6.2% |
| 7D | -10.7% | +19.3% | -29.9% | -5.6% |
| 30D | -29.0% | +9.6% | -38.6% | -26.5% |
| 3M | -14.7% | +17.1% | -31.8% | -8.2% |
| 6M | -20.1% | +46.3% | -66.4% | -9.4% |
| YTD | +36.1% | -8.1% | +44.2% | +38.1% |
| 1Y | +61.7% | -38.5% | +100.2% | +49.3% |
| All | +61.7% | -38.2% | +100.0% | +49.3% |
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