+549.6%
TWLO vs MOS
+6.2%
+543.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.5% | +2.0% |
| 7D | -0.5% | +19.7% | -20.1% | -4.0% |
| 30D | -28.6% | +21.5% | -50.1% | -31.4% |
| 3M | -14.4% | -0.4% | -13.9% | -14.9% |
| 6M | +2.4% | +4.5% | -2.1% | 0.0% |
| YTD | +45.3% | -2.9% | +48.2% | +42.2% |
| 1Y | +61.8% | -7.7% | +69.6% | +59.7% |
| 3Y | +269.0% | -25.6% | +294.6% | +271.9% |
| 5Y | -33.5% | -31.2% | -2.3% | -33.8% |
| 10Y | +549.6% | +2.8% | +546.8% | +489.3% |
| All | +549.6% | +6.2% | +543.5% | +489.3% |
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