-27.2%
JOBY vs MTSI
+331.9%
-359.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +0.2% |
| 7D | +2.2% | +4.9% | -2.6% | -0.7% |
| 30D | -20.8% | -11.6% | -9.2% | -16.1% |
| 3M | -29.5% | -24.1% | -5.4% | -19.0% |
| 6M | -28.4% | +32.4% | -60.8% | -42.8% |
| YTD | -48.2% | +60.4% | -108.6% | -64.5% |
| 1Y | -49.1% | +111.0% | -160.0% | -71.3% |
| 3Y | -6.3% | +246.1% | -252.4% | -65.5% |
| 5Y | -27.2% | +340.3% | -367.5% | -80.0% |
| All | -27.2% | +331.9% | -359.1% | -80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling