-74.1%
MARA vs TWLO
+312.8%
-386.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.6% | +6.4% | +5.7% |
| 7D | +5.9% | -2.4% | +8.3% | +7.1% |
| 30D | +24.3% | -7.8% | +32.1% | +28.9% |
| 3M | -12.0% | +10.0% | -22.0% | -20.3% |
| 6M | +40.1% | +79.5% | -39.4% | -8.2% |
| YTD | +33.4% | +59.8% | -26.4% | -8.0% |
| 1Y | -23.7% | +121.7% | -145.4% | -56.7% |
| 3Y | +19.0% | +240.8% | -221.8% | -51.3% |
| 5Y | -66.5% | -33.6% | -32.9% | -68.6% |
| All | -74.1% | +312.8% | -386.9% | -89.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling