+525.4%
MSTR vs TWLO
+784.6%
-259.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.3% | -3.2% | -5.3% |
| 7D | -11.5% | +5.6% | -17.1% | -13.2% |
| 30D | -24.8% | -24.6% | -0.2% | -17.2% |
| 3M | +20.6% | -14.0% | +34.6% | +26.5% |
| 6M | -38.0% | +10.1% | -48.0% | -41.8% |
| YTD | -24.7% | +49.2% | -73.9% | -37.0% |
| 1Y | -49.1% | +65.2% | -114.3% | -58.9% |
| 3Y | +124.7% | +260.7% | -136.0% | +35.0% |
| 5Y | +40.9% | -30.2% | +71.2% | +23.9% |
| 10Y | +481.5% | +572.4% | -90.9% | +279.0% |
| All | +525.4% | +784.6% | -259.2% | +272.9% |
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