+64.3%
TWLO vs MAS
+40.8%
+23.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.6% | -5.8% | +0.1% |
| 7D | -15.9% | +14.2% | -30.0% | -15.5% |
| 30D | -29.0% | +26.8% | -55.9% | -28.9% |
| 3M | +10.0% | +13.1% | -3.1% | +10.7% |
| 6M | +12.6% | +27.9% | -15.4% | +14.4% |
| YTD | +50.1% | +38.7% | +11.4% | +50.1% |
| 1Y | +64.3% | +40.4% | +23.9% | +61.7% |
| All | +64.3% | +40.8% | +23.5% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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