+254.7%
TWLO vs MAS
+29.0%
+225.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.8% | -4.9% | -3.7% |
| 7D | -2.0% | -0.8% | -1.3% | -1.8% |
| 30D | +20.6% | -5.6% | +26.1% | +22.8% |
| 3M | -1.5% | +4.4% | -6.0% | -3.6% |
| 6M | +89.4% | +7.2% | +82.2% | +82.0% |
| YTD | +63.8% | +16.1% | +47.7% | +50.2% |
| 1Y | +119.7% | +0.1% | +119.6% | +116.1% |
| All | +254.7% | +29.0% | +225.6% | +183.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling