+794.2%
MS vs TWLO
+293.5%
+500.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.4% | -0.3% |
| 7D | +2.5% | -1.2% | +3.7% | +2.6% |
| 30D | 0.0% | -6.4% | +6.3% | +0.8% |
| 3M | +2.4% | +6.3% | -3.8% | +0.9% |
| 6M | +36.4% | +76.4% | -40.0% | +23.7% |
| YTD | +23.8% | +58.8% | -35.0% | +13.6% |
| 1Y | +48.6% | +107.1% | -58.5% | +30.5% |
| 3Y | +179.1% | +245.0% | -65.8% | +123.0% |
| 5Y | +144.8% | -36.0% | +180.8% | +128.8% |
| 10Y | +794.2% | +293.2% | +501.0% | +474.8% |
| All | +794.2% | +293.5% | +500.6% | +474.8% |
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