+549.6%
TWLO vs MOD
+1,005.7%
-456.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +9.9% | -7.6% | +0.9% |
| 7D | -0.5% | -13.9% | +13.5% | +1.1% |
| 30D | -28.6% | -41.5% | +12.9% | -23.5% |
| 3M | -14.4% | -45.7% | +31.4% | -7.8% |
| 6M | +2.4% | -61.1% | +63.6% | +14.3% |
| YTD | +45.3% | -20.5% | +65.8% | +44.9% |
| 1Y | +61.8% | -32.1% | +94.0% | +64.4% |
| 3Y | +269.0% | +146.5% | +122.5% | +200.9% |
| 5Y | -33.5% | +812.7% | -846.2% | -55.6% |
| 10Y | +549.6% | +966.8% | -417.2% | +314.3% |
| All | +549.6% | +1,005.7% | -456.1% | +314.3% |
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