+211.1%
TWLO vs MSFU
+88.0%
+123.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.6% |
| 7D | +4.5% | -2.8% | +7.3% | +5.3% |
| 30D | -22.1% | -5.3% | -16.8% | -20.9% |
| 3M | -15.3% | +7.2% | -22.6% | -18.1% |
| 6M | +9.7% | +51.0% | -41.3% | -8.8% |
| YTD | +48.5% | -1.2% | +49.7% | +43.5% |
| 1Y | +70.3% | -10.3% | +80.7% | +70.1% |
| 3Y | +261.4% | +22.2% | +239.2% | +189.3% |
| All | +211.1% | +88.0% | +123.1% | +97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling