+709.2%
TWLO vs MOS
+13.4%
+695.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.5% | -3.4% |
| 7D | -2.0% | +9.5% | -11.6% | -3.8% |
| 30D | +20.6% | +10.4% | +10.2% | +18.0% |
| 3M | -1.5% | +12.9% | -14.4% | -4.5% |
| 6M | +89.4% | +1.2% | +88.2% | +86.2% |
| YTD | +63.8% | +9.3% | +54.5% | +57.5% |
| 1Y | +119.7% | -18.0% | +137.7% | +123.9% |
| 3Y | +256.1% | -29.0% | +285.2% | +265.1% |
| 5Y | -36.6% | -9.6% | -27.0% | -40.4% |
| 10Y | +304.3% | +6.1% | +298.3% | +241.0% |
| All | +709.2% | +13.4% | +695.8% | +570.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling