-65.8%
JOBY vs MAGS
+5.9%
-71.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.2% | +1.9% | +1.1% |
| 7D | -0.6% | -1.4% | +0.8% | +1.3% |
| 30D | -12.6% | -4.4% | -8.2% | -7.4% |
| 3M | -36.6% | +1.9% | -38.6% | -38.7% |
| 6M | -43.0% | +4.9% | -47.9% | -46.1% |
| YTD | -61.7% | +6.5% | -68.3% | -63.6% |
| 1Y | -65.8% | +6.3% | -72.1% | -67.2% |
| All | -65.8% | +5.9% | -71.6% | -67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 1y: compounded portfolio wealth divided by compounded MAGS 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…
1y analysis · Full analysis span regression · 6 months rolling