+578.8%
MSTR vs JOBY
-43.3%
+622.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.2% | -6.8% | -4.3% |
| 7D | -4.0% | +28.5% | -32.4% | -13.7% |
| 30D | -18.6% | +13.6% | -32.2% | -23.2% |
| 3M | +25.6% | -28.5% | +54.0% | +42.2% |
| 6M | -33.1% | -43.1% | +10.1% | -18.3% |
| YTD | -17.3% | -53.2% | +35.8% | +7.5% |
| 1Y | -48.1% | -58.5% | +10.4% | -29.4% |
| 3Y | +154.2% | +16.6% | +137.6% | +90.3% |
| 5Y | +46.2% | -34.7% | +80.9% | +8.2% |
| All | +578.8% | -43.3% | +622.1% | +497.4% |
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 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