+549.6%
TWLO vs MAS
+230.1%
+319.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.5% | -2.2% | +0.2% |
| 7D | -0.5% | +3.3% | -3.7% | -2.1% |
| 30D | -28.6% | +25.5% | -54.1% | -36.4% |
| 3M | -14.4% | +11.8% | -26.1% | -19.7% |
| 6M | +2.4% | +21.3% | -18.9% | -9.0% |
| YTD | +45.3% | +37.7% | +7.5% | +17.7% |
| 1Y | +61.8% | +41.0% | +20.8% | +29.2% |
| 3Y | +269.0% | +63.0% | +206.0% | +163.2% |
| 5Y | -33.5% | +44.1% | -77.6% | -50.3% |
| 10Y | +549.6% | +224.3% | +325.3% | +213.2% |
| All | +549.6% | +230.1% | +319.5% | +213.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling