+137.8%
MSFT vs JOBY
-37.2%
+175.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.6% | -1.3% |
| 7D | -1.4% | +2.2% | -3.7% | -1.6% |
| 30D | -1.0% | -20.8% | +19.8% | +1.2% |
| 3M | +20.2% | -29.5% | +49.7% | +23.9% |
| 6M | +21.3% | -28.4% | +49.6% | +24.1% |
| YTD | +2.8% | -48.2% | +51.0% | +8.1% |
| 1Y | 0.0% | -49.1% | +49.0% | +4.5% |
| 3Y | +51.2% | -6.3% | +57.5% | +42.0% |
| 5Y | +71.4% | -27.2% | +98.7% | +49.7% |
| All | +137.8% | -37.2% | +175.1% | +104.4% |
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