+1,041.7%
MSFT vs TWLO
+784.6%
+257.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +1.0% |
| 7D | -2.4% | +5.6% | -8.0% | -3.4% |
| 30D | -3.8% | -24.6% | +20.9% | +0.8% |
| 3M | +6.4% | -14.0% | +20.4% | +8.2% |
| 6M | +28.8% | +10.1% | +18.7% | +23.9% |
| YTD | +8.8% | +49.2% | -40.4% | -1.8% |
| 1Y | +3.2% | +65.2% | -62.1% | -8.7% |
| 3Y | +44.8% | +260.7% | -215.9% | +6.1% |
| 5Y | +61.8% | -30.2% | +92.1% | +49.8% |
| 10Y | +897.9% | +572.4% | +325.5% | +511.9% |
| All | +1,041.7% | +784.6% | +257.1% | +568.0% |
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 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