+601.7%
TWLO vs MOD
+875.9%
-274.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.2% | -0.3% |
| 7D | -1.5% | -25.5% | +24.1% | +2.3% |
| 30D | -26.0% | -49.0% | +23.0% | -18.9% |
| 3M | +4.6% | -49.8% | +54.4% | +14.3% |
| 6M | +5.5% | -64.8% | +70.3% | +20.0% |
| YTD | +42.0% | -27.6% | +69.7% | +43.6% |
| 1Y | +58.5% | -35.2% | +93.7% | +62.0% |
| 3Y | +279.7% | +137.1% | +142.5% | +207.7% |
| 5Y | -35.0% | +760.3% | -795.2% | -57.3% |
| 10Y | +539.9% | +938.8% | -398.9% | +231.1% |
| All | +601.7% | +875.9% | -274.2% | +272.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling