+40.4%
MSTR vs TWLO
-30.7%
+71.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -2.0% | -2.2% |
| 7D | -13.4% | +4.5% | -18.0% | -15.5% |
| 30D | -22.1% | -22.1% | 0.0% | -11.6% |
| 3M | +15.0% | -15.3% | +30.3% | +23.9% |
| 6M | -37.3% | +9.7% | -47.0% | -43.9% |
| YTD | -26.5% | +48.5% | -75.0% | -45.6% |
| 1Y | -46.5% | +70.3% | -116.8% | -63.4% |
| 3Y | +121.1% | +261.4% | -140.3% | -12.8% |
| All | +40.4% | -30.7% | +71.1% | +49.3% |
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