-42.5%
JOBY vs MTSI
-36.4%
-6.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.0% | -4.8% | +1.3% |
| 7D | +28.5% | +3.5% | +25.0% | +24.8% |
| 30D | +13.6% | -30.3% | +43.9% | +27.2% |
| 3M | -28.5% | -26.0% | -2.5% | -23.2% |
| All | -42.5% | -36.4% | -6.1% | -34.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling