+70.3%
TWLO vs MSFU
-13.0%
+83.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.6% |
| 7D | +4.5% | -2.8% | +7.3% | +5.2% |
| 30D | -22.1% | -5.3% | -16.8% | -20.9% |
| 3M | -15.3% | +7.2% | -22.6% | -17.6% |
| 6M | +9.7% | +51.0% | -41.3% | -4.9% |
| YTD | +48.5% | -1.2% | +49.7% | +47.6% |
| 1Y | +70.3% | -10.3% | +80.7% | +70.6% |
| All | +70.3% | -13.0% | +83.3% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 1y: compounded portfolio wealth divided by compounded MSFU 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…
1y analysis · Full analysis span regression · 6 months rolling