+601.7%
TWLO vs MTSI
+517.1%
+84.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.8% | -10.3% | -3.1% |
| 7D | -1.5% | -10.0% | +8.5% | +1.3% |
| 30D | -26.0% | -37.2% | +11.2% | -14.4% |
| 3M | +4.6% | -30.1% | +34.6% | +14.6% |
| 6M | +5.5% | -31.9% | +37.4% | +12.6% |
| YTD | +42.0% | +23.2% | +18.8% | +18.8% |
| 1Y | +58.5% | +26.4% | +32.1% | +30.7% |
| 3Y | +279.7% | +186.2% | +93.5% | +122.4% |
| 5Y | -35.0% | +187.0% | -222.0% | -62.5% |
| 10Y | +539.9% | +460.4% | +79.5% | +134.5% |
| All | +601.7% | +517.1% | +84.6% | +143.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling