+5,728.7%
MU vs TWLO
+784.6%
+4,944.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -0.8% |
| 7D | +21.6% | +5.6% | +16.0% | +20.2% |
| 30D | -16.2% | -24.6% | +8.4% | -10.5% |
| 3M | -12.4% | -14.0% | +1.6% | -9.8% |
| 6M | +4.2% | +10.1% | -5.9% | -0.5% |
| YTD | +180.0% | +49.2% | +130.8% | +145.1% |
| 1Y | +226.4% | +65.2% | +161.2% | +179.1% |
| 3Y | +969.7% | +260.7% | +709.1% | +626.8% |
| 5Y | +957.9% | -30.2% | +988.2% | +873.2% |
| 10Y | +4,534.6% | +572.4% | +3,962.2% | +2,282.0% |
| All | +5,728.7% | +784.6% | +4,944.1% | +2,762.1% |
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 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