+709.2%
TWLO vs MOD
+1,866.3%
-1,157.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.3% | -7.4% | -3.7% |
| 7D | -2.0% | +9.6% | -11.6% | -3.3% |
| 30D | +20.6% | 0.0% | +20.6% | +20.4% |
| 3M | -1.5% | -35.4% | +33.8% | +3.7% |
| 6M | +89.4% | -7.3% | +96.7% | +88.4% |
| YTD | +63.8% | +45.8% | +18.0% | +51.0% |
| 1Y | +119.7% | +43.1% | +76.6% | +101.9% |
| 3Y | +256.1% | +297.7% | -41.5% | +169.3% |
| 5Y | -36.6% | +1,478.8% | -1,515.3% | -61.7% |
| 10Y | +304.3% | +1,633.4% | -1,329.1% | +108.9% |
| All | +709.2% | +1,866.3% | -1,157.0% | +292.1% |
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