+561.9%
TWLO vs MAS
+213.7%
+348.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.4% |
| 7D | -1.5% | +2.0% | -3.4% | -2.5% |
| 30D | -26.0% | +19.4% | -45.4% | -32.5% |
| 3M | +4.6% | +9.4% | -4.9% | -0.8% |
| 6M | +5.5% | +15.3% | -9.8% | -4.0% |
| YTD | +42.0% | +31.3% | +10.7% | +17.7% |
| 1Y | +58.5% | +34.9% | +23.6% | +29.2% |
| 3Y | +279.7% | +58.6% | +221.1% | +173.7% |
| 5Y | -35.0% | +40.7% | -75.7% | -50.9% |
| All | +561.9% | +213.7% | +348.2% | +220.6% |
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