+44.7%
MS vs JOBY
-52.4%
+97.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.1% | +5.7% | +0.6% |
| 7D | +1.7% | -5.9% | +7.5% | +2.7% |
| 30D | 0.0% | -27.1% | +27.1% | +5.3% |
| 3M | +3.0% | -30.7% | +33.7% | +8.5% |
| 6M | +35.7% | -36.1% | +71.7% | +43.3% |
| YTD | +23.3% | -51.4% | +74.7% | +34.5% |
| 1Y | +44.7% | -52.2% | +96.8% | +59.3% |
| All | +44.7% | -52.4% | +97.1% | +59.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling