+245.0%
TWLO vs MSCI
+4.4%
+240.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.8% | +0.7% | -1.3% |
| 7D | -1.2% | -2.1% | +0.9% | -0.2% |
| 30D | -6.4% | -1.7% | -4.6% | -5.5% |
| 3M | +6.3% | -8.2% | +14.5% | +9.8% |
| 6M | +76.4% | -2.4% | +78.9% | +77.1% |
| YTD | +58.8% | -2.8% | +61.6% | +59.4% |
| 1Y | +107.1% | -2.7% | +109.7% | +106.7% |
| 3Y | +245.0% | +7.3% | +237.7% | +217.9% |
| All | +245.0% | +4.4% | +240.5% | +217.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling