-35.2%
TWLO vs MTSI
+320.9%
-356.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.5% | -6.6% | -4.5% |
| 7D | -2.0% | +1.4% | -3.4% | -2.6% |
| 30D | +20.6% | +2.1% | +18.5% | +17.8% |
| 3M | -1.5% | -29.7% | +28.2% | +10.6% |
| 6M | +89.4% | +12.5% | +76.9% | +63.3% |
| YTD | +63.8% | +57.0% | +6.8% | +15.5% |
| 1Y | +119.7% | +103.9% | +15.8% | +30.1% |
| 3Y | +256.1% | +223.6% | +32.6% | +42.8% |
| All | -35.2% | +320.9% | -356.1% | -79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling