+301.0%
TWLO vs MSI
+605.3%
-304.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.9% |
| 7D | -2.4% | -0.4% | -2.0% | -2.2% |
| 30D | -7.8% | -0.8% | -7.1% | -7.6% |
| 3M | +10.0% | +13.9% | -3.9% | +2.2% |
| 6M | +79.5% | +1.3% | +78.1% | +76.0% |
| YTD | +59.8% | +22.3% | +37.5% | +41.1% |
| 1Y | +121.7% | -3.9% | +125.5% | +121.5% |
| 3Y | +240.8% | +69.9% | +170.9% | +142.6% |
| 5Y | -33.6% | +103.8% | -137.4% | -59.0% |
| All | +301.0% | +605.3% | -304.3% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling