+709.2%
TWLO vs MSI
+701.5%
+7.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.7% |
| 7D | -2.0% | -3.7% | +1.7% | -0.2% |
| 30D | +20.6% | +6.8% | +13.8% | +15.7% |
| 3M | -1.5% | +14.3% | -15.8% | -8.9% |
| 6M | +89.4% | -1.6% | +91.0% | +88.5% |
| YTD | +63.8% | +22.8% | +41.0% | +43.7% |
| 1Y | +119.7% | -1.1% | +120.8% | +115.8% |
| 3Y | +256.1% | +70.5% | +185.7% | +150.4% |
| 5Y | -36.6% | +102.8% | -139.4% | -61.2% |
| 10Y | +304.3% | +597.4% | -293.1% | -1.5% |
| All | +709.2% | +701.5% | +7.8% | +60.7% |
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