+719.8%
MU vs TWLO
+123.2%
+596.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -3.1% | +9.2% | +6.4% |
| 7D | +9.0% | -2.0% | +11.0% | +9.2% |
| 30D | +13.8% | +20.6% | -6.8% | +10.2% |
| 3M | +2.1% | -1.5% | +3.6% | +2.5% |
| 6M | +153.8% | +89.4% | +64.4% | +123.2% |
| YTD | +256.4% | +63.8% | +192.6% | +227.3% |
| 1Y | +719.8% | +119.7% | +600.0% | +593.2% |
| All | +719.8% | +123.2% | +596.6% | +593.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling