+363.4%
MS vs JOBY
-38.2%
+401.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.5% |
| 7D | +1.4% | -3.4% | +4.8% | +1.8% |
| 30D | -0.3% | -13.6% | +13.3% | +1.4% |
| 3M | +0.3% | -39.5% | +39.8% | +5.9% |
| 6M | +31.3% | -31.9% | +63.2% | +36.0% |
| YTD | +24.7% | -48.9% | +73.6% | +32.9% |
| 1Y | +47.9% | -48.5% | +96.5% | +56.2% |
| 3Y | +178.3% | -8.0% | +186.4% | +158.8% |
| 5Y | +144.9% | -33.7% | +178.6% | +117.4% |
| All | +363.4% | -38.2% | +401.6% | +319.4% |
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 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