+25.5%
JOBY vs MSFU
+72.2%
-46.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +2.4% |
| 7D | +2.2% | -3.2% | +5.4% | +3.5% |
| 30D | -20.8% | -3.1% | -17.7% | -20.0% |
| 3M | -29.5% | +35.3% | -64.8% | -39.5% |
| 6M | -28.4% | +31.6% | -60.0% | -38.9% |
| YTD | -48.2% | -9.5% | -38.7% | -47.8% |
| 1Y | -49.1% | -18.4% | -30.7% | -46.3% |
| 3Y | -6.3% | +26.9% | -33.2% | -26.5% |
| All | +25.5% | +72.2% | -46.7% | -18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling