+246.5%
TWLO vs MAGS
+126.1%
+120.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.9% |
| 7D | -3.9% | -1.8% | -2.1% | -2.7% |
| 30D | -9.7% | +1.1% | -10.8% | -10.2% |
| 3M | +11.6% | +7.7% | +3.9% | +5.7% |
| 6M | +84.7% | +11.7% | +73.0% | +69.9% |
| YTD | +62.5% | +4.9% | +57.6% | +56.5% |
| 1Y | +121.7% | +14.3% | +107.4% | +101.6% |
| All | +246.5% | +126.1% | +120.4% | +87.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling