-44.0%
JOBY vs MOS
+46.9%
-90.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.4% |
| 7D | +16.4% | +5.5% | +11.0% | +14.6% |
| 30D | +14.4% | +21.0% | -6.6% | +7.4% |
| 3M | -30.2% | -0.5% | -29.7% | -30.7% |
| 6M | -45.3% | +6.6% | -51.8% | -47.0% |
| YTD | -55.5% | -2.8% | -52.7% | -56.1% |
| 1Y | -64.0% | -8.1% | -56.0% | -64.1% |
| 3Y | +13.3% | -25.6% | +38.9% | +17.4% |
| 5Y | -36.7% | -29.8% | -6.9% | -37.0% |
| All | -44.0% | +46.9% | -90.9% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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