-58.7%
MARA vs TWLO
+60.3%
-119.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -3.9% | -4.0% |
| 7D | -6.5% | -15.9% | +9.3% | -4.2% |
| 30D | -38.5% | -29.0% | -9.4% | -35.6% |
| 3M | -41.5% | +10.0% | -51.6% | -42.1% |
| 6M | -41.9% | +12.6% | -54.5% | -43.5% |
| YTD | -23.5% | +50.1% | -73.6% | -37.6% |
| 1Y | -58.7% | +64.3% | -122.9% | -69.2% |
| All | -58.7% | +60.3% | -119.0% | -69.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling