+64.3%
TWLO vs MSTU
-88.0%
+152.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.3% | -10.5% | -1.3% |
| 7D | -15.9% | -4.8% | -11.0% | -15.4% |
| 30D | -29.0% | -29.6% | +0.5% | -26.7% |
| 3M | +10.0% | +69.4% | -59.4% | +3.0% |
| 6M | +12.6% | -62.2% | +74.8% | +21.3% |
| YTD | +50.1% | -61.1% | +111.2% | +51.7% |
| 1Y | +64.3% | -87.2% | +151.4% | +80.9% |
| All | +64.3% | -88.0% | +152.2% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 1y: compounded portfolio wealth divided by compounded MSTU 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…
1y analysis · Full analysis span regression · 6 months rolling