+358.5%
MTSI vs DUOL
+3.5%
+355.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.2% | +7.4% | +2.9% |
| 7D | +4.9% | -7.8% | +12.7% | +6.0% |
| 30D | -11.6% | +11.8% | -23.4% | -13.6% |
| 3M | -24.1% | +24.1% | -48.2% | -28.0% |
| 6M | +32.4% | +43.6% | -11.2% | +21.1% |
| YTD | +60.4% | -16.6% | +77.0% | +61.0% |
| 1Y | +111.0% | -46.0% | +157.0% | +126.0% |
| 3Y | +246.1% | -6.5% | +252.6% | +215.4% |
| 5Y | +340.3% | -7.4% | +347.7% | +251.2% |
| All | +358.5% | +3.5% | +355.0% | +254.6% |
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