+64.3%
TWLO vs MAGS
+5.9%
+58.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.4% | -2.0% |
| 7D | -15.9% | -1.4% | -14.5% | -14.8% |
| 30D | -29.0% | -4.4% | -24.7% | -26.3% |
| 3M | +10.0% | +1.9% | +8.1% | +9.5% |
| 6M | +12.6% | +4.9% | +7.6% | +8.9% |
| YTD | +50.1% | +6.5% | +43.5% | +45.0% |
| 1Y | +64.3% | +6.3% | +58.0% | +59.0% |
| All | +64.3% | +5.9% | +58.4% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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