-34.9%
JOBY vs MSI
+189.0%
-223.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +2.0% |
| 7D | +2.2% | -5.8% | +8.0% | +4.9% |
| 30D | -20.8% | -1.0% | -19.9% | -20.7% |
| 3M | -29.5% | +14.2% | -43.6% | -34.1% |
| 6M | -28.4% | +1.0% | -29.4% | -29.5% |
| YTD | -48.2% | +21.5% | -69.6% | -54.0% |
| 1Y | -49.1% | -2.1% | -46.9% | -49.2% |
| 3Y | -6.3% | +69.3% | -75.6% | -38.1% |
| 5Y | -27.2% | +99.3% | -126.5% | -60.9% |
| All | -34.9% | +189.0% | -223.8% | -70.4% |
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