+183.6%
MTSI vs DUOL
+4.3%
+179.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +2.2% | +8.7% | +10.6% |
| 7D | -10.0% | +21.9% | -31.9% | -12.6% |
| 30D | -37.2% | +5.7% | -42.9% | -37.9% |
| 3M | -30.1% | +30.9% | -60.9% | -33.7% |
| 6M | -31.9% | +52.8% | -84.7% | -38.5% |
| YTD | +23.2% | -8.6% | +31.8% | +21.2% |
| 1Y | +26.4% | -17.2% | +43.6% | +26.6% |
| 3Y | +186.2% | +2.0% | +184.2% | +153.7% |
| All | +183.6% | +4.3% | +179.3% | +118.5% |
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