+625.8%
MA vs TWLO
+784.6%
-158.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -0.8% |
| 7D | -0.5% | +5.6% | -6.1% | -1.3% |
| 30D | +7.9% | -24.6% | +32.5% | +11.7% |
| 3M | +16.8% | -14.0% | +30.7% | +18.1% |
| 6M | +31.0% | +10.1% | +20.9% | +26.5% |
| YTD | +15.0% | +49.2% | -34.1% | +4.8% |
| 1Y | +17.0% | +65.2% | -48.2% | +4.8% |
| 3Y | +68.5% | +260.7% | -192.2% | +27.7% |
| 5Y | +85.0% | -30.2% | +115.2% | +73.2% |
| 10Y | +561.3% | +572.4% | -11.1% | +314.9% |
| All | +625.8% | +784.6% | -158.7% | +342.4% |
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