-51.6%
JOBY vs MOD
+1,200.7%
-1,252.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +27.9% | -32.7% | -12.7% |
| 7D | -14.3% | +40.4% | -54.8% | -23.6% |
| 30D | +10.2% | -14.0% | +24.2% | +12.0% |
| 3M | -38.5% | -33.3% | -5.2% | -32.8% |
| 6M | -54.1% | -51.4% | -2.7% | -45.4% |
| YTD | -61.5% | +1.6% | -63.1% | -64.8% |
| 1Y | -65.7% | +5.4% | -71.0% | -69.2% |
| 3Y | -7.0% | +191.0% | -198.0% | -41.4% |
| 5Y | -44.2% | +1,093.1% | -1,137.3% | -77.4% |
| All | -51.6% | +1,200.7% | -1,252.3% | -80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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