-39.1%
JOBY vs MRSH
+66.8%
-106.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -5.2% | -4.8% | -0.4% | -3.6% |
| 30D | -19.7% | -6.3% | -13.4% | -17.9% |
| 3M | -31.7% | +5.8% | -37.5% | -34.3% |
| 6M | -37.5% | +2.8% | -40.3% | -39.6% |
| YTD | -51.6% | -3.1% | -48.5% | -52.2% |
| 1Y | -53.3% | -11.3% | -42.0% | -51.2% |
| 3Y | -12.2% | -5.0% | -7.3% | -17.2% |
| 5Y | -31.3% | +19.2% | -50.5% | -49.4% |
| All | -39.1% | +66.8% | -106.0% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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