+634.9%
MA vs TWLO
+814.9%
-180.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | -0.1% |
| 7D | -1.8% | +2.8% | -4.6% | -2.2% |
| 30D | +11.0% | -22.4% | +33.4% | +14.5% |
| 3M | +17.9% | -14.2% | +32.1% | +19.3% |
| 6M | +33.2% | +10.5% | +22.6% | +28.5% |
| YTD | +16.5% | +54.3% | -37.8% | +5.6% |
| 1Y | +19.1% | +68.0% | -48.9% | +6.5% |
| 3Y | +70.6% | +273.0% | -202.4% | +28.7% |
| 5Y | +92.1% | -26.3% | +118.5% | +78.4% |
| 10Y | +569.6% | +595.4% | -25.9% | +318.1% |
| All | +634.9% | +814.9% | -180.0% | +345.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling