+223.2%
TWLO vs MSFU
+85.8%
+137.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.8% | +7.2% | +4.1% |
| 7D | +2.8% | -12.7% | +15.5% | +7.6% |
| 30D | -22.4% | -9.0% | -13.4% | -20.0% |
| 3M | -14.2% | +2.9% | -17.2% | -15.8% |
| 6M | +10.5% | +43.5% | -33.0% | -6.2% |
| YTD | +54.3% | -2.4% | +56.7% | +49.8% |
| 1Y | +68.0% | -13.5% | +81.5% | +70.0% |
| 3Y | +273.0% | +19.2% | +253.8% | +201.8% |
| All | +223.2% | +85.8% | +137.5% | +106.5% |
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