+637.1%
TWLO vs MSI
+810.6%
-173.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -2.9% |
| 7D | +5.6% | +2.6% | +3.0% | +4.3% |
| 30D | -24.6% | +18.1% | -42.8% | -31.1% |
| 3M | -14.0% | +13.2% | -27.2% | -19.8% |
| 6M | +10.1% | +36.3% | -26.2% | -7.5% |
| YTD | +49.2% | +39.5% | +9.7% | +22.1% |
| 1Y | +65.2% | +36.9% | +28.3% | +36.6% |
| 3Y | +260.7% | +76.1% | +184.6% | +150.5% |
| 5Y | -30.2% | +123.7% | -153.9% | -59.6% |
| 10Y | +572.4% | +664.3% | -91.9% | +52.6% |
| All | +637.1% | +810.6% | -173.5% | +36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling