-72.3%
MARA vs TWLO
+847.0%
-919.3%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | +13.8% | +0.2% | +13.7% | +13.8% |
| 30D | +24.7% | -9.1% | +33.8% | +30.2% |
| 3M | -10.4% | +11.0% | -21.4% | -18.9% |
| 6M | +37.6% | +79.4% | -41.7% | -8.0% |
| YTD | +32.7% | +59.7% | -27.0% | -6.8% |
| 1Y | -25.2% | +112.3% | -137.5% | -55.4% |
| 3Y | +9.3% | +247.0% | -237.7% | -53.6% |
| 5Y | -69.3% | -35.6% | -33.8% | -71.0% |
| 10Y | -73.6% | +305.7% | -379.3% | -87.2% |
| All | -72.3% | +847.0% | -919.3% | -87.7% |
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