+282.6%
TWLO vs MAGS
+186.6%
+96.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.7% |
| 7D | -1.2% | +1.2% | -2.4% | -2.0% |
| 30D | -6.4% | -0.1% | -6.3% | -6.2% |
| 3M | +6.3% | +3.8% | +2.5% | +3.3% |
| 6M | +76.4% | +13.2% | +63.2% | +60.6% |
| YTD | +58.8% | +4.7% | +54.1% | +53.1% |
| 1Y | +107.1% | +14.4% | +92.7% | +88.2% |
| 3Y | +245.0% | +128.6% | +116.4% | +85.7% |
| All | +282.6% | +186.6% | +96.0% | +92.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling