-35.5%
TWLO vs MOD
+748.9%
-784.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.2% | -0.5% |
| 7D | -1.5% | -25.5% | +24.1% | +3.1% |
| 30D | -26.0% | -49.0% | +23.0% | -17.3% |
| 3M | +4.6% | -49.8% | +54.4% | +16.5% |
| 6M | +5.5% | -64.8% | +70.3% | +23.5% |
| YTD | +42.0% | -27.6% | +69.7% | +42.7% |
| 1Y | +58.5% | -35.2% | +93.7% | +61.6% |
| 3Y | +279.7% | +137.1% | +142.5% | +165.4% |
| All | -35.5% | +748.9% | -784.4% | -72.7% |
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