+285.1%
TWLO vs MAGS
+190.0%
+95.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.7% | -2.4% |
| 7D | -2.4% | +0.6% | -3.1% | -2.9% |
| 30D | -7.8% | +3.2% | -11.0% | -9.7% |
| 3M | +10.0% | +7.7% | +2.4% | +4.2% |
| 6M | +79.5% | +12.5% | +67.0% | +64.2% |
| YTD | +59.8% | +6.0% | +53.9% | +52.7% |
| 1Y | +121.7% | +14.4% | +107.3% | +101.4% |
| 3Y | +240.8% | +127.5% | +113.3% | +84.1% |
| All | +285.1% | +190.0% | +95.0% | +92.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling