+580.0%
TWLO vs MAS
+219.2%
+360.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.3% | +5.0% | +4.3% |
| 7D | +0.2% | +3.6% | -3.4% | -1.5% |
| 30D | -26.0% | +23.8% | -49.8% | -33.7% |
| 3M | -14.3% | +14.4% | -28.8% | -20.6% |
| 6M | +6.2% | +19.7% | -13.5% | -5.2% |
| YTD | +50.6% | +36.0% | +14.6% | +22.7% |
| 1Y | +64.0% | +40.4% | +23.7% | +31.1% |
| 3Y | +264.1% | +58.9% | +205.1% | +162.9% |
| 5Y | -27.9% | +44.5% | -72.5% | -46.3% |
| 10Y | +580.0% | +214.8% | +365.3% | +229.3% |
| All | +580.0% | +219.2% | +360.8% | +229.3% |
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