+234.6%
TWLO vs MSFU
+70.7%
+163.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.9% |
| 7D | +0.2% | -2.3% | +2.5% | +1.1% |
| 30D | -9.1% | -6.3% | -2.9% | -7.0% |
| 3M | +11.0% | +40.0% | -29.0% | -4.2% |
| 6M | +79.4% | +30.1% | +49.3% | +58.1% |
| YTD | +59.7% | -10.3% | +70.1% | +61.2% |
| 1Y | +112.3% | -19.0% | +131.4% | +120.6% |
| 3Y | +247.0% | +25.8% | +221.2% | +171.2% |
| All | +234.6% | +70.7% | +163.9% | +122.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling