+607.9%
MSTR vs JOBY
-41.4%
+649.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.4% |
| 7D | -8.3% | -5.2% | -3.1% | -6.4% |
| 30D | +38.1% | -19.7% | +57.8% | +50.7% |
| 3M | +9.0% | -31.7% | +40.7% | +25.7% |
| 6M | -5.3% | -37.5% | +32.2% | +10.7% |
| YTD | -13.8% | -51.6% | +37.8% | +11.5% |
| 1Y | -59.8% | -53.3% | -6.5% | -48.4% |
| 3Y | +282.2% | -12.2% | +294.4% | +220.5% |
| 5Y | +112.8% | -31.3% | +144.1% | +54.5% |
| All | +607.9% | -41.4% | +649.3% | +519.6% |
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