+598.0%
TWLO vs MAS
+211.1%
+386.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.4% | -2.4% | -4.2% |
| 7D | -16.9% | +4.6% | -21.5% | -18.8% |
| 30D | -28.3% | +19.9% | -48.2% | -34.8% |
| 3M | +4.0% | +8.9% | -4.9% | -1.1% |
| 6M | +2.8% | +20.2% | -17.4% | -8.6% |
| YTD | +41.3% | +33.9% | +7.4% | +15.8% |
| 1Y | +52.9% | +34.7% | +18.3% | +24.7% |
| 3Y | +271.5% | +60.4% | +211.1% | +165.8% |
| 5Y | -35.3% | +43.5% | -78.8% | -51.6% |
| 10Y | +536.6% | +226.7% | +309.9% | +182.6% |
| All | +598.0% | +211.1% | +386.9% | +188.0% |
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