-43.6%
JOBY vs MAS
+57.3%
-101.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -2.9% | -3.4% |
| 7D | +22.1% | +3.6% | +18.5% | +19.0% |
| 30D | +8.8% | +23.8% | -15.0% | -5.9% |
| 3M | -32.8% | +14.4% | -47.2% | -39.0% |
| 6M | -45.5% | +19.7% | -65.3% | -52.7% |
| YTD | -55.2% | +36.0% | -91.1% | -65.1% |
| 1Y | -62.5% | +40.4% | -102.8% | -71.6% |
| 3Y | +14.1% | +58.9% | -44.9% | -22.1% |
| 5Y | -35.9% | +44.5% | -80.5% | -55.7% |
| All | -43.6% | +57.3% | -101.0% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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