-30.6%
TWLO vs MOD
+1,086.9%
-1,117.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +27.9% | -28.3% | -5.2% |
| 7D | +4.5% | +40.4% | -35.9% | -2.1% |
| 30D | -22.1% | -14.0% | -8.1% | -20.9% |
| 3M | -15.3% | -33.3% | +18.0% | -10.7% |
| 6M | +9.7% | -51.4% | +61.1% | +20.6% |
| YTD | +48.5% | +1.6% | +46.9% | +39.8% |
| 1Y | +70.3% | +5.4% | +65.0% | +58.1% |
| 3Y | +261.4% | +191.0% | +70.4% | +143.6% |
| All | -30.6% | +1,086.9% | -1,117.5% | -72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling