+518.4%
MSTR vs JOBY
-51.0%
+569.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -9.2% | +2.7% | -2.8% |
| 7D | -11.5% | +0.8% | -12.3% | -12.2% |
| 30D | -24.8% | +7.9% | -32.7% | -27.5% |
| 3M | +20.6% | -32.9% | +53.6% | +40.4% |
| 6M | -38.0% | -49.1% | +11.1% | -20.9% |
| YTD | -24.7% | -59.5% | +34.8% | +3.8% |
| 1Y | -49.1% | -67.2% | +18.2% | -23.8% |
| 3Y | +124.7% | +2.9% | +121.8% | +76.9% |
| 5Y | +40.9% | -41.3% | +82.3% | +9.4% |
| All | +518.4% | -51.0% | +569.4% | +476.9% |
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