+184.7%
MS vs TWLO
+259.3%
-74.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.7% |
| 7D | +1.4% | -2.0% | +3.4% | +1.7% |
| 30D | -0.3% | +20.6% | -20.8% | -3.6% |
| 3M | +0.3% | -1.5% | +1.8% | 0.0% |
| 6M | +31.3% | +89.4% | -58.1% | +15.1% |
| YTD | +24.7% | +63.8% | -39.1% | +11.8% |
| 1Y | +47.9% | +119.7% | -71.8% | +23.9% |
| All | +184.7% | +259.3% | -74.6% | +96.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling