+283.2%
MSTR vs JOBY
-5.7%
+288.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.5% | -5.9% | -5.0% |
| 7D | +9.3% | +2.2% | +7.1% | +8.4% |
| 30D | +36.5% | -20.8% | +57.3% | +49.1% |
| 3M | +7.3% | -29.5% | +36.8% | +21.5% |
| 6M | +2.2% | -28.4% | +30.6% | +12.7% |
| YTD | -10.2% | -48.2% | +38.0% | +11.6% |
| 1Y | -58.6% | -49.1% | -9.5% | -49.2% |
| 3Y | +283.2% | -6.3% | +289.5% | +210.6% |
| All | +283.2% | -5.7% | +288.8% | +210.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling