+561.3%
MSTR vs JOBY
-46.1%
+607.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.7% | +1.3% |
| 7D | -14.2% | +16.4% | -30.6% | -19.8% |
| 30D | -19.9% | +14.4% | -34.3% | -24.5% |
| 3M | +27.3% | -30.2% | +57.5% | +45.7% |
| 6M | -37.6% | -45.3% | +7.7% | -22.6% |
| YTD | -19.5% | -55.5% | +36.0% | +6.8% |
| 1Y | -47.1% | -64.0% | +16.9% | -23.8% |
| 3Y | +140.3% | +13.3% | +127.0% | +82.0% |
| 5Y | +49.5% | -36.7% | +86.2% | +12.3% |
| All | +561.3% | -46.1% | +607.4% | +493.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling