+206.9%
MTSI vs DUOL
+11.7%
+195.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +5.0% | -10.6% | -6.2% |
| 7D | +10.0% | +3.0% | +6.9% | +9.5% |
| 30D | -20.3% | +18.3% | -38.7% | -22.6% |
| 3M | -24.4% | +14.7% | -39.1% | -26.8% |
| 6M | -39.2% | +57.5% | -96.6% | -45.4% |
| YTD | +35.5% | -5.8% | +41.3% | +32.6% |
| 1Y | +43.0% | -11.4% | +54.4% | +41.7% |
| 3Y | +196.3% | -22.5% | +218.8% | +180.3% |
| All | +206.9% | +11.7% | +195.2% | +131.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling