-34.9%
JOBY vs MTSI
+522.7%
-557.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +0.3% |
| 7D | +2.2% | +4.9% | -2.6% | -0.5% |
| 30D | -20.8% | -11.6% | -9.2% | -16.4% |
| 3M | -29.5% | -24.1% | -5.4% | -19.7% |
| 6M | -28.4% | +32.4% | -60.8% | -41.5% |
| YTD | -48.2% | +60.4% | -108.6% | -63.2% |
| 1Y | -49.1% | +111.0% | -160.0% | -69.6% |
| 3Y | -6.3% | +246.1% | -252.4% | -60.5% |
| 5Y | -27.2% | +340.3% | -367.5% | -74.3% |
| All | -34.9% | +522.7% | -557.6% | -77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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