+543.2%
MA vs TWLO
+871.2%
-327.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.7% |
| 7D | -2.7% | -2.0% | -0.7% | -2.5% |
| 30D | +1.5% | +20.6% | -19.0% | -1.9% |
| 3M | +20.4% | -1.5% | +22.0% | +19.7% |
| 6M | +11.1% | +89.4% | -78.3% | -1.1% |
| YTD | +2.0% | +63.8% | -61.8% | -7.6% |
| 1Y | -2.2% | +119.7% | -121.9% | -15.9% |
| 3Y | +41.9% | +256.1% | -214.2% | +8.8% |
| 5Y | +75.4% | -36.6% | +111.9% | +67.8% |
| 10Y | +527.5% | +304.3% | +223.2% | +301.2% |
| All | +543.2% | +871.2% | -327.9% | +290.2% |
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