+709.2%
TWLO vs MAS
+169.8%
+539.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.8% | -4.9% | -4.0% |
| 7D | -2.0% | -0.8% | -1.3% | -1.7% |
| 30D | +20.6% | -5.6% | +26.1% | +24.0% |
| 3M | -1.5% | +4.4% | -6.0% | -4.9% |
| 6M | +89.4% | +7.2% | +82.2% | +77.6% |
| YTD | +63.8% | +16.1% | +47.7% | +45.3% |
| 1Y | +119.7% | +0.1% | +119.6% | +110.8% |
| 3Y | +256.1% | +28.3% | +227.8% | +188.2% |
| 5Y | -36.6% | +30.5% | -67.0% | -49.9% |
| 10Y | +304.3% | +139.1% | +165.2% | +121.2% |
| All | +709.2% | +169.8% | +539.5% | +261.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling