+70.8%
MA vs JOBY
-41.4%
+112.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.6% |
| 7D | -1.7% | -5.2% | +3.5% | -1.4% |
| 30D | +1.7% | -19.7% | +21.4% | +3.0% |
| 3M | +17.2% | -31.7% | +48.9% | +19.5% |
| 6M | +13.3% | -37.5% | +50.9% | +15.6% |
| YTD | +0.2% | -51.6% | +51.8% | +3.6% |
| 1Y | -2.7% | -53.3% | +50.6% | +0.2% |
| 3Y | +39.1% | -12.2% | +51.3% | +30.9% |
| 5Y | +68.8% | -31.3% | +100.1% | +51.7% |
| All | +70.8% | -41.4% | +112.1% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JOBY.
Daily Out/Under-Performance
Portfolio return minus JOBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JOBY 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 JOBY 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