+107.1%
TWLO vs MOD
+40.7%
+66.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.9% | -2.9% |
| 7D | -1.2% | +6.3% | -7.5% | -1.8% |
| 30D | -6.4% | -1.7% | -4.7% | -6.4% |
| 3M | +6.3% | -30.1% | +36.4% | +9.0% |
| 6M | +76.4% | +2.7% | +73.7% | +77.8% |
| YTD | +58.8% | +44.1% | +14.7% | +56.9% |
| 1Y | +107.1% | +38.7% | +68.4% | +101.3% |
| All | +107.1% | +40.7% | +66.4% | +101.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling