-35.8%
JOBY vs MOS
+65.1%
-100.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.3% |
| 7D | -3.4% | +9.5% | -13.0% | -6.2% |
| 30D | -13.6% | +10.4% | -24.0% | -16.4% |
| 3M | -39.5% | +12.9% | -52.4% | -42.1% |
| 6M | -31.9% | +1.2% | -33.1% | -33.2% |
| YTD | -48.9% | +9.3% | -58.3% | -51.2% |
| 1Y | -48.5% | -18.0% | -30.6% | -46.4% |
| 3Y | -8.0% | -29.0% | +21.0% | -3.3% |
| 5Y | -33.7% | -9.6% | -24.1% | -39.9% |
| All | -35.8% | +65.1% | -100.9% | -47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling