+49.5%
MSTR vs JOBY
-36.8%
+86.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.7% | +1.3% |
| 7D | -14.2% | +16.4% | -30.6% | -20.1% |
| 30D | -19.9% | +14.4% | -34.3% | -24.8% |
| 3M | +27.3% | -30.2% | +57.5% | +46.7% |
| 6M | -37.6% | -45.3% | +7.7% | -21.8% |
| YTD | -19.5% | -55.5% | +36.0% | +8.4% |
| 1Y | -47.1% | -64.0% | +16.9% | -22.4% |
| 3Y | +140.3% | +13.3% | +127.0% | +73.8% |
| 5Y | +49.5% | -36.7% | +86.2% | +0.3% |
| All | +49.5% | -36.8% | +86.3% | +0.3% |
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