+580.0%
TWLO vs MOD
+920.5%
-340.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.9% | +6.6% | +4.1% |
| 7D | +0.2% | -17.8% | +18.0% | +2.4% |
| 30D | -26.0% | -43.2% | +17.2% | -20.4% |
| 3M | -14.3% | -46.0% | +31.7% | -7.7% |
| 6M | +6.2% | -62.2% | +68.4% | +18.9% |
| YTD | +50.6% | -22.8% | +73.4% | +50.8% |
| 1Y | +64.0% | -35.5% | +99.5% | +67.7% |
| 3Y | +264.1% | +128.2% | +135.8% | +199.7% |
| 5Y | -27.9% | +791.6% | -819.6% | -51.8% |
| 10Y | +580.0% | +886.3% | -306.3% | +343.9% |
| All | +580.0% | +920.5% | -340.5% | +343.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling