+138.6%
MSFT vs JOBY
-41.4%
+180.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.6% | +0.5% |
| 7D | -0.8% | -5.2% | +4.4% | -0.3% |
| 30D | +0.8% | -19.7% | +20.6% | +3.0% |
| 3M | +27.2% | -31.7% | +58.9% | +31.6% |
| 6M | +22.9% | -37.5% | +60.4% | +27.4% |
| YTD | +3.1% | -51.6% | +54.7% | +9.2% |
| 1Y | -0.3% | -53.3% | +53.0% | +5.1% |
| 3Y | +50.1% | -12.2% | +62.3% | +41.8% |
| 5Y | +74.6% | -31.3% | +105.9% | +53.4% |
| All | +138.6% | -41.4% | +180.0% | +106.5% |
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