+301.0%
TWLO vs MRSH
+218.8%
+82.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -2.4% | -4.8% | +2.3% | +0.7% |
| 30D | -7.8% | -6.3% | -1.5% | -3.9% |
| 3M | +10.0% | +5.8% | +4.2% | +4.9% |
| 6M | +79.5% | +2.8% | +76.7% | +73.2% |
| YTD | +59.8% | -3.1% | +63.0% | +58.8% |
| 1Y | +121.7% | -11.3% | +132.9% | +132.7% |
| 3Y | +240.8% | -5.0% | +245.8% | +230.8% |
| 5Y | -33.6% | +19.2% | -52.8% | -46.3% |
| All | +301.0% | +218.8% | +82.1% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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