+595.4%
TWLO vs MAS
+217.4%
+378.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.3% | +2.4% |
| 7D | +2.8% | -1.8% | +4.6% | +3.7% |
| 30D | -22.4% | +23.6% | -45.9% | -30.4% |
| 3M | -14.2% | +12.4% | -26.7% | -19.8% |
| 6M | +10.5% | +21.9% | -11.3% | -2.2% |
| YTD | +54.3% | +36.1% | +18.2% | +25.7% |
| 1Y | +68.0% | +39.5% | +28.5% | +34.8% |
| 3Y | +273.0% | +59.1% | +213.9% | +169.2% |
| 5Y | -26.3% | +44.4% | -70.8% | -45.1% |
| 10Y | +595.4% | +217.0% | +378.5% | +235.9% |
| All | +595.4% | +217.4% | +378.1% | +235.9% |
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