+249.1%
TWLO vs MSTU
-92.2%
+341.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.0% | +4.5% | 0.0% |
| 7D | +4.5% | -25.8% | +30.4% | +7.6% |
| 30D | -22.1% | -43.9% | +21.8% | -17.8% |
| 3M | -15.3% | +2.9% | -18.2% | -17.0% |
| 6M | +9.7% | -75.5% | +85.2% | +19.9% |
| YTD | +48.5% | -76.7% | +125.2% | +56.8% |
| 1Y | +70.3% | -88.9% | +159.3% | +90.3% |
| All | +249.1% | -92.2% | +341.3% | +292.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling