+285.1%
TWLO vs MSTU
-85.2%
+370.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | 0.0% | -2.8% |
| 7D | -2.0% | +21.3% | -23.3% | -4.1% |
| 30D | +20.6% | +90.8% | -70.2% | +12.4% |
| 3M | -1.5% | -6.8% | +5.2% | -3.7% |
| 6M | +89.4% | -39.8% | +129.3% | +90.1% |
| YTD | +63.8% | -55.7% | +119.5% | +64.1% |
| 1Y | +119.7% | -92.7% | +212.4% | +153.1% |
| All | +285.1% | -85.2% | +370.3% | +311.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling