+293.2%
TWLO vs MOS
+11.1%
+282.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.6% | -5.7% | -3.5% |
| 7D | -1.2% | +7.1% | -8.3% | -2.5% |
| 30D | -6.4% | +15.0% | -21.4% | -9.1% |
| 3M | +6.3% | +24.1% | -17.8% | +1.1% |
| 6M | +76.4% | +2.7% | +73.7% | +72.9% |
| YTD | +58.8% | +12.2% | +46.6% | +52.0% |
| 1Y | +107.1% | -16.3% | +123.4% | +110.2% |
| 3Y | +245.0% | -23.3% | +268.3% | +248.1% |
| 5Y | -36.0% | -4.2% | -31.8% | -40.5% |
| 10Y | +293.2% | +12.6% | +280.6% | +234.8% |
| All | +293.2% | +11.1% | +282.1% | +234.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 10y: compounded portfolio wealth divided by compounded MOS 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…
10y analysis · Full analysis span regression · 6 months rolling