+275.8%
TWLO vs MSTU
-87.7%
+363.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.6% | -5.2% | -2.0% |
| 7D | -2.4% | -16.6% | +14.2% | -0.9% |
| 30D | -7.8% | +69.7% | -77.5% | -13.2% |
| 3M | +10.0% | -7.5% | +17.5% | +7.8% |
| 6M | +79.5% | -43.1% | +122.6% | +81.2% |
| YTD | +59.8% | -63.0% | +122.9% | +62.7% |
| 1Y | +121.7% | -93.8% | +215.5% | +159.2% |
| All | +275.8% | -87.7% | +363.4% | +307.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling