+245.0%
TWLO vs MSFU
+29.4%
+215.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -2.3% |
| 7D | -1.2% | -3.2% | +2.0% | -0.1% |
| 30D | -6.4% | -3.1% | -3.2% | -5.4% |
| 3M | +6.3% | +35.3% | -29.0% | -5.0% |
| 6M | +76.4% | +31.6% | +44.8% | +58.1% |
| YTD | +58.8% | -9.5% | +68.3% | +59.6% |
| 1Y | +107.1% | -18.4% | +125.5% | +113.1% |
| 3Y | +245.0% | +26.9% | +218.0% | +181.6% |
| All | +245.0% | +29.4% | +215.6% | +181.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling