+37.2%
MNST vs TWLO
+115.0%
-77.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.2% | +0.6% |
| 7D | -2.2% | -3.9% | +1.6% | -2.4% |
| 30D | -5.4% | -9.7% | +4.3% | -5.7% |
| 3M | -5.5% | +11.6% | -17.1% | -4.7% |
| 6M | +12.4% | +84.7% | -72.3% | +14.7% |
| YTD | +12.4% | +62.5% | -50.1% | +14.8% |
| 1Y | +37.2% | +121.7% | -84.5% | +43.7% |
| All | +37.2% | +115.0% | -77.8% | +43.7% |
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 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