+680.6%
MSTR vs TWLO
+871.2%
-190.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -0.3% |
| 7D | +12.2% | -2.0% | +14.2% | +13.2% |
| 30D | +45.2% | +20.6% | +24.6% | +34.9% |
| 3M | +10.4% | -1.5% | +11.9% | +9.4% |
| 6M | -2.5% | +89.4% | -91.9% | -24.6% |
| YTD | -6.0% | +63.8% | -69.8% | -23.5% |
| 1Y | -56.4% | +119.7% | -176.1% | -68.0% |
| 3Y | +306.3% | +256.1% | +50.2% | +145.3% |
| 5Y | +100.5% | -36.6% | +137.0% | +76.8% |
| 10Y | +741.1% | +304.3% | +436.7% | +449.3% |
| All | +680.6% | +871.2% | -190.6% | +352.7% |
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 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