+595.4%
TWLO vs MSCI
+809.1%
-213.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.7% | +2.0% |
| 7D | +2.8% | -1.9% | +4.7% | +4.3% |
| 30D | -22.4% | +16.5% | -38.8% | -30.7% |
| 3M | -14.2% | +18.2% | -32.4% | -24.3% |
| 6M | +10.5% | +14.0% | -3.4% | -1.4% |
| YTD | +54.3% | +16.6% | +37.7% | +34.2% |
| 1Y | +68.0% | +14.8% | +53.2% | +47.6% |
| 3Y | +273.0% | +33.3% | +239.8% | +178.1% |
| 5Y | -26.3% | +9.1% | -35.4% | -36.9% |
| 10Y | +595.4% | +820.4% | -224.9% | +51.4% |
| All | +595.4% | +809.1% | -213.7% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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