+273.4%
TWLO vs MSTZ
-99.2%
+372.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +8.2% | -11.2% | -2.3% |
| 7D | -1.2% | -25.4% | +24.2% | -2.9% |
| 30D | -6.4% | -60.9% | +54.5% | -11.9% |
| 3M | +6.3% | -54.2% | +60.5% | +3.6% |
| 6M | +76.4% | -65.0% | +141.4% | +72.7% |
| YTD | +58.8% | -76.5% | +135.3% | +56.6% |
| 1Y | +107.1% | -23.4% | +130.5% | +131.6% |
| All | +273.4% | -99.2% | +372.6% | +280.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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