+301.6%
MS vs JOBY
-45.7%
+347.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.5% | +0.8% |
| 7D | +0.8% | +22.1% | -21.3% | -1.8% |
| 30D | -0.7% | +8.8% | -9.5% | -1.9% |
| 3M | -12.4% | -32.8% | +20.4% | -8.4% |
| 6M | -1.7% | -45.5% | +43.8% | +4.7% |
| YTD | +8.0% | -55.2% | +63.2% | +16.7% |
| 1Y | +16.2% | -62.5% | +78.7% | +27.7% |
| 3Y | +171.3% | +14.1% | +157.2% | +146.6% |
| 5Y | +124.8% | -35.9% | +160.7% | +101.1% |
| All | +301.6% | -45.7% | +347.3% | +268.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling