+677.4%
MSTR vs TWLO
+298.6%
+378.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -3.0% |
| 7D | +7.7% | +0.2% | +7.5% | +7.9% |
| 30D | +36.3% | -9.1% | +45.5% | +41.1% |
| 3M | +13.4% | +11.0% | +2.4% | +7.7% |
| 6M | -4.5% | +79.4% | -83.9% | -25.3% |
| YTD | -12.7% | +59.7% | -72.4% | -28.9% |
| 1Y | -59.6% | +112.3% | -171.9% | -70.4% |
| 3Y | +272.5% | +247.0% | +25.5% | +121.9% |
| 5Y | +107.1% | -35.6% | +142.7% | +81.8% |
| 10Y | +677.4% | +305.7% | +371.7% | +388.7% |
| All | +677.4% | +298.6% | +378.8% | +388.7% |
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 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