+240.8%
TWLO vs MGY
+25.2%
+215.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -2.4% | +3.5% | -6.0% | -3.1% |
| 30D | -7.8% | +5.3% | -13.1% | -8.9% |
| 3M | +10.0% | +2.6% | +7.4% | +9.1% |
| 6M | +79.5% | -3.3% | +82.8% | +79.4% |
| YTD | +59.8% | +29.2% | +30.6% | +48.6% |
| 1Y | +121.7% | +18.0% | +103.6% | +110.5% |
| 3Y | +240.8% | +30.0% | +210.8% | +215.7% |
| All | +240.8% | +25.2% | +215.6% | +215.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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