-35.5%
TWLO vs MAS
+39.2%
-74.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.5% |
| 7D | -1.5% | +2.0% | -3.4% | -2.5% |
| 30D | -26.0% | +19.4% | -45.4% | -33.0% |
| 3M | +4.6% | +9.4% | -4.9% | -1.1% |
| 6M | +5.5% | +15.3% | -9.8% | -4.9% |
| YTD | +42.0% | +31.3% | +10.7% | +14.4% |
| 1Y | +58.5% | +34.9% | +23.6% | +24.9% |
| 3Y | +279.7% | +58.6% | +221.1% | +143.9% |
| All | -35.5% | +39.2% | -74.6% | -57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling