+66.3%
MA vs TWLO
-35.1%
+101.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -3.5% | +0.2% | -3.7% | -3.6% |
| 30D | +0.8% | -9.1% | +9.9% | +1.8% |
| 3M | +14.8% | +11.0% | +3.8% | +12.7% |
| 6M | +10.0% | +79.4% | -69.4% | +0.4% |
| YTD | -0.1% | +59.7% | -59.8% | -7.7% |
| 1Y | -2.2% | +112.3% | -114.5% | -13.6% |
| 3Y | +39.3% | +247.0% | -207.7% | +10.4% |
| 5Y | +66.3% | -35.6% | +101.9% | +64.6% |
| All | +66.3% | -35.1% | +101.4% | +64.6% |
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