-51.6%
JOBY vs MAS
+57.1%
-108.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.1% | -5.0% |
| 7D | -14.3% | +3.0% | -17.3% | -15.9% |
| 30D | +10.2% | +22.4% | -12.2% | -4.0% |
| 3M | -38.5% | +14.5% | -53.0% | -44.1% |
| 6M | -54.1% | +27.1% | -81.2% | -61.6% |
| YTD | -61.5% | +35.8% | -97.3% | -70.1% |
| 1Y | -65.7% | +39.4% | -105.1% | -73.9% |
| 3Y | -7.0% | +60.3% | -67.2% | -36.8% |
| 5Y | -44.2% | +39.4% | -83.6% | -60.6% |
| All | -51.6% | +57.1% | -108.7% | -69.7% |
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