-35.3%
TWLO vs MAS
+41.7%
-77.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.4% | -2.4% | -4.1% |
| 7D | -16.9% | +4.6% | -21.5% | -18.9% |
| 30D | -28.3% | +19.9% | -48.2% | -35.2% |
| 3M | +4.0% | +8.9% | -4.9% | -1.4% |
| 6M | +2.8% | +20.2% | -17.4% | -9.5% |
| YTD | +41.3% | +33.9% | +7.4% | +12.7% |
| 1Y | +52.9% | +34.7% | +18.3% | +21.2% |
| 3Y | +271.5% | +60.4% | +211.1% | +138.0% |
| 5Y | -35.3% | +43.5% | -78.8% | -58.1% |
| All | -35.3% | +41.7% | -77.0% | -58.1% |
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