-43.6%
JOBY vs MTSI
+413.2%
-456.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.7% | -3.4% |
| 7D | +22.1% | -3.8% | +25.9% | +22.3% |
| 30D | +8.8% | -31.4% | +40.2% | +27.7% |
| 3M | -32.8% | -23.8% | -9.1% | -27.7% |
| 6M | -45.5% | -37.1% | -8.5% | -35.6% |
| YTD | -55.2% | +32.2% | -87.4% | -66.7% |
| 1Y | -62.5% | +26.9% | -89.4% | -71.4% |
| 3Y | +14.1% | +193.7% | -179.7% | -50.7% |
| 5Y | -35.9% | +218.0% | -254.0% | -75.3% |
| All | -43.6% | +413.2% | -456.8% | -80.1% |
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