-32.3%
TWLO vs MOH
-19.7%
-12.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -1.8% |
| 7D | -2.4% | +1.7% | -4.1% | -2.6% |
| 30D | -7.8% | -0.9% | -6.9% | -7.8% |
| 3M | +10.0% | +5.7% | +4.3% | +9.5% |
| 6M | +79.5% | +39.1% | +40.3% | +74.2% |
| YTD | +59.8% | +17.7% | +42.2% | +56.0% |
| 1Y | +121.7% | +8.4% | +113.3% | +117.5% |
| 3Y | +240.8% | -36.6% | +277.4% | +244.2% |
| All | -32.3% | -19.7% | -12.7% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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