+107.1%
MSTR vs JOBY
-32.4%
+139.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.1% | +3.3% | -0.2% |
| 7D | +7.7% | -5.9% | +13.6% | +10.4% |
| 30D | +36.3% | -27.1% | +63.5% | +55.2% |
| 3M | +13.4% | -30.7% | +44.1% | +30.6% |
| 6M | -4.5% | -36.1% | +31.6% | +11.1% |
| YTD | -12.7% | -51.4% | +38.7% | +13.7% |
| 1Y | -59.6% | -52.2% | -7.4% | -48.3% |
| 3Y | +272.5% | -12.1% | +284.5% | +205.7% |
| 5Y | +107.1% | -31.1% | +138.3% | +31.0% |
| All | +107.1% | -32.4% | +139.6% | +31.0% |
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