-35.6%
TWLO vs MSI
+97.7%
-133.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.9% |
| 7D | +0.2% | -4.0% | +4.2% | +2.0% |
| 30D | -9.1% | -0.5% | -8.7% | -9.1% |
| 3M | +11.0% | +11.4% | -0.4% | +4.7% |
| 6M | +79.4% | +1.0% | +78.4% | +76.5% |
| YTD | +59.7% | +20.7% | +39.1% | +42.7% |
| 1Y | +112.3% | -2.7% | +115.0% | +112.1% |
| 3Y | +247.0% | +68.2% | +178.8% | +140.9% |
| 5Y | -35.6% | +100.0% | -135.5% | -65.1% |
| All | -35.6% | +97.7% | -133.3% | -65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling