+113.8%
MSTR vs TWLO
-37.0%
+150.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.0% | -1.4% | -2.8% |
| 7D | +9.3% | -1.2% | +10.5% | +10.4% |
| 30D | +36.5% | -6.4% | +42.9% | +41.0% |
| 3M | +7.3% | +6.3% | +1.0% | +1.6% |
| 6M | +2.2% | +76.4% | -74.2% | -29.4% |
| YTD | -10.2% | +58.8% | -69.0% | -34.6% |
| 1Y | -58.6% | +107.1% | -165.7% | -74.1% |
| 3Y | +283.2% | +245.0% | +38.2% | +61.4% |
| 5Y | +113.8% | -36.0% | +149.7% | +106.1% |
| All | +113.8% | -37.0% | +150.7% | +106.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling