+305.5%
TWLO vs MTSI
+516.2%
-210.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.5% | -6.6% | -4.3% |
| 7D | -2.0% | +1.4% | -3.4% | -2.5% |
| 30D | +20.6% | +2.1% | +18.5% | +18.5% |
| 3M | -1.5% | -29.7% | +28.2% | +7.9% |
| 6M | +89.4% | +12.5% | +76.9% | +71.6% |
| YTD | +63.8% | +57.0% | +6.8% | +29.5% |
| 1Y | +119.7% | +103.9% | +15.8% | +55.5% |
| 3Y | +256.1% | +223.6% | +32.6% | +106.8% |
| 5Y | -36.6% | +321.6% | -358.1% | -66.8% |
| All | +305.5% | +516.2% | -210.6% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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