+283.8%
MTSI vs DUOL
+9.1%
+274.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -3.8% | +12.9% | +9.5% |
| 7D | +3.5% | +14.0% | -10.5% | +1.4% |
| 30D | -30.3% | +2.9% | -33.2% | -30.9% |
| 3M | -26.0% | +17.8% | -43.8% | -28.8% |
| 6M | -36.1% | +42.8% | -78.9% | -41.5% |
| YTD | +34.3% | -12.1% | +46.4% | +32.6% |
| 1Y | +35.3% | -23.3% | +58.6% | +37.0% |
| 3Y | +217.6% | -24.0% | +241.7% | +202.4% |
| 5Y | +210.1% | +5.1% | +205.0% | +144.1% |
| All | +283.8% | +9.1% | +274.7% | +192.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling