+553.7%
MS vs TWLO
+546.4%
+7.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.4% | -0.3% |
| 7D | +0.8% | +0.2% | +0.6% | +0.8% |
| 30D | -0.7% | -26.0% | +25.3% | +3.3% |
| 3M | -12.4% | -14.3% | +2.0% | -11.1% |
| 6M | -1.7% | +6.2% | -7.9% | -4.3% |
| YTD | +8.0% | +50.6% | -42.6% | -1.0% |
| 1Y | +16.2% | +64.0% | -47.8% | +5.0% |
| 3Y | +171.3% | +264.1% | -92.8% | +112.4% |
| 5Y | +124.8% | -27.9% | +152.7% | +106.5% |
| 10Y | +553.7% | +580.0% | -26.4% | +304.0% |
| All | +553.7% | +546.4% | +7.3% | +304.0% |
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