+240.6%
TWLO vs MSI
+68.0%
+172.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.8% |
| 7D | +0.2% | -4.0% | +4.2% | +1.3% |
| 30D | -9.1% | -0.5% | -8.7% | -9.1% |
| 3M | +11.0% | +11.4% | -0.4% | +6.9% |
| 6M | +79.4% | +1.0% | +78.4% | +77.3% |
| YTD | +59.7% | +20.7% | +39.1% | +48.5% |
| 1Y | +112.3% | -2.7% | +115.0% | +114.8% |
| All | +240.6% | +68.0% | +172.5% | +160.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling