+17.2%
JOBY vs MSFU
+73.2%
-55.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.1% | +0.8% |
| 7D | -5.2% | -1.8% | -3.4% | -4.5% |
| 30D | -19.7% | +0.5% | -20.2% | -20.2% |
| 3M | -31.7% | +51.9% | -83.6% | -44.3% |
| 6M | -37.5% | +35.0% | -72.5% | -47.3% |
| YTD | -51.6% | -9.0% | -42.6% | -51.3% |
| 1Y | -53.3% | -18.8% | -34.5% | -50.6% |
| 3Y | -12.2% | +25.5% | -37.7% | -30.6% |
| All | +17.2% | +73.2% | -55.9% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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