+49.3%
JOBY vs MAGS
+190.0%
-140.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.2% | +0.3% |
| 7D | -5.2% | +0.6% | -5.8% | -5.8% |
| 30D | -19.7% | +3.2% | -22.9% | -22.1% |
| 3M | -31.7% | +7.7% | -39.4% | -36.3% |
| 6M | -37.5% | +12.5% | -50.0% | -43.1% |
| YTD | -51.6% | +6.0% | -57.5% | -53.5% |
| 1Y | -53.3% | +14.4% | -67.7% | -57.6% |
| 3Y | -12.2% | +127.5% | -139.8% | -54.2% |
| All | +49.3% | +190.0% | -140.7% | -34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling