+70.1%
MA vs TWLO
+281.5%
-211.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | +0.3% |
| 7D | +1.8% | +0.2% | +1.6% | +1.8% |
| 30D | +11.8% | -26.0% | +37.8% | +13.4% |
| 3M | +17.2% | -14.3% | +31.5% | +17.6% |
| 6M | +33.4% | +6.2% | +27.2% | +31.7% |
| YTD | +16.1% | +50.6% | -34.4% | +10.9% |
| 1Y | +19.9% | +64.0% | -44.1% | +13.6% |
| 3Y | +70.1% | +264.1% | -194.0% | +52.7% |
| All | +70.1% | +281.5% | -211.4% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 3y: compounded portfolio wealth divided by compounded TWLO 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…
3y analysis · Full analysis span regression · 6 months rolling