-35.5%
TWLO vs MOS
-32.4%
-3.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -1.5% | +21.6% | -23.1% | -4.5% |
| 30D | -26.0% | +12.0% | -38.0% | -27.5% |
| 3M | +4.6% | -3.9% | +8.4% | +4.7% |
| 6M | +5.5% | -3.3% | +8.9% | +4.9% |
| YTD | +42.0% | -4.6% | +46.7% | +39.8% |
| 1Y | +58.5% | -7.0% | +65.4% | +56.4% |
| 3Y | +279.7% | -24.4% | +304.1% | +280.4% |
| All | -35.5% | -32.4% | -3.1% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling