+964.3%
MS vs TWLO
+871.2%
+93.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.7% |
| 7D | +1.4% | -2.0% | +3.4% | +1.6% |
| 30D | -0.3% | +20.6% | -20.8% | -3.3% |
| 3M | +0.3% | -1.5% | +1.8% | -0.2% |
| 6M | +31.3% | +89.4% | -58.1% | +18.1% |
| YTD | +24.7% | +63.8% | -39.1% | +14.0% |
| 1Y | +47.9% | +119.7% | -71.8% | +29.0% |
| 3Y | +178.3% | +256.1% | -77.8% | +122.0% |
| 5Y | +144.9% | -36.6% | +181.4% | +129.3% |
| 10Y | +804.5% | +304.3% | +500.2% | +501.6% |
| All | +964.3% | +871.2% | +93.1% | +536.7% |
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