+89.6%
MA vs TWLO
-30.6%
+120.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | +0.1% |
| 7D | +1.8% | +0.2% | +1.6% | +1.8% |
| 30D | +11.8% | -26.0% | +37.8% | +15.2% |
| 3M | +17.2% | -14.3% | +31.5% | +18.3% |
| 6M | +33.4% | +6.2% | +27.2% | +30.2% |
| YTD | +16.1% | +50.6% | -34.4% | +7.2% |
| 1Y | +19.9% | +64.0% | -44.1% | +9.2% |
| 3Y | +70.1% | +264.1% | -194.0% | +31.9% |
| 5Y | +89.6% | -27.9% | +117.6% | +99.5% |
| All | +89.6% | -30.6% | +120.3% | +99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling