-41.1%
JOBY vs MTSI
+421.2%
-462.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.0% | -4.8% | -0.3% |
| 7D | +28.5% | +3.5% | +25.0% | +23.9% |
| 30D | +13.6% | -30.3% | +43.9% | +32.3% |
| 3M | -28.5% | -26.0% | -2.5% | -21.8% |
| 6M | -43.1% | -36.1% | -7.1% | -33.3% |
| YTD | -53.2% | +34.3% | -87.5% | -65.6% |
| 1Y | -58.5% | +35.3% | -93.8% | -69.5% |
| 3Y | +16.6% | +217.6% | -201.0% | -52.0% |
| 5Y | -34.7% | +210.1% | -244.8% | -74.6% |
| All | -41.1% | +421.2% | -462.3% | -79.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling