+576.0%
TWLO vs MAS
+214.3%
+361.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.1% |
| 7D | +5.6% | +1.2% | +4.4% | +5.0% |
| 30D | -24.6% | +21.6% | -46.2% | -31.9% |
| 3M | -14.0% | +14.1% | -28.1% | -20.1% |
| 6M | +10.1% | +22.6% | -12.5% | -2.9% |
| YTD | +49.2% | +35.4% | +13.8% | +21.8% |
| 1Y | +65.2% | +37.5% | +27.8% | +33.6% |
| 3Y | +260.7% | +58.3% | +202.3% | +160.9% |
| 5Y | -30.2% | +39.1% | -69.3% | -47.1% |
| All | +576.0% | +214.3% | +361.8% | +227.5% |
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