-51.6%
JOBY vs MSI
+232.4%
-284.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.0% | -4.9% |
| 7D | -14.3% | +3.2% | -17.6% | -15.5% |
| 30D | +10.2% | +17.6% | -7.4% | +2.7% |
| 3M | -38.5% | +14.5% | -53.0% | -42.2% |
| 6M | -54.1% | +34.3% | -88.3% | -60.0% |
| YTD | -61.5% | +39.7% | -101.2% | -67.9% |
| 1Y | -65.7% | +40.2% | -105.8% | -71.5% |
| 3Y | -7.0% | +77.1% | -84.1% | -37.8% |
| 5Y | -44.2% | +124.0% | -168.2% | -71.6% |
| All | -51.6% | +232.4% | -284.0% | -79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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