+40.4%
MSTR vs JOBY
-44.4%
+84.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.9% | +2.4% | -0.4% |
| 7D | -13.4% | -14.3% | +0.9% | -7.7% |
| 30D | -22.1% | +10.2% | -32.3% | -25.7% |
| 3M | +15.0% | -38.5% | +53.5% | +39.8% |
| 6M | -37.3% | -54.1% | +16.8% | -15.3% |
| YTD | -26.5% | -61.5% | +35.0% | +5.1% |
| 1Y | -46.5% | -65.7% | +19.2% | -19.8% |
| 3Y | +121.1% | -7.0% | +128.0% | +74.2% |
| All | +40.4% | -44.4% | +84.8% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling