-32.3%
TWLO vs MRSH
+18.2%
-50.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -2.4% | -4.8% | +2.3% | +0.3% |
| 30D | -7.8% | -6.3% | -1.5% | -4.4% |
| 3M | +10.0% | +5.8% | +4.2% | +5.3% |
| 6M | +79.5% | +2.8% | +76.7% | +73.7% |
| YTD | +59.8% | -3.1% | +63.0% | +59.0% |
| 1Y | +121.7% | -11.3% | +132.9% | +133.7% |
| 3Y | +240.8% | -5.0% | +245.8% | +224.0% |
| All | -32.3% | +18.2% | -50.5% | -53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling