+308.2%
MS vs JOBY
-46.1%
+354.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.7% |
| 7D | -1.7% | +16.4% | -18.2% | -3.7% |
| 30D | +0.9% | +14.4% | -13.5% | -0.9% |
| 3M | -10.8% | -30.2% | +19.3% | -7.2% |
| 6M | +0.9% | -45.3% | +46.2% | +7.4% |
| YTD | +9.8% | -55.5% | +65.3% | +18.6% |
| 1Y | +17.1% | -64.0% | +81.1% | +29.3% |
| 3Y | +175.7% | +13.3% | +162.4% | +150.8% |
| 5Y | +125.9% | -36.7% | +162.6% | +102.3% |
| All | +308.2% | -46.1% | +354.2% | +274.4% |
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