+35.1%
JEPI vs MAGS
+187.1%
-152.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -2.0% | -1.8% | -0.3% | -1.6% |
| 30D | -2.0% | +1.1% | -3.1% | -2.3% |
| 3M | +3.8% | +7.7% | -3.9% | +1.9% |
| 6M | +0.8% | +11.7% | -10.9% | -2.1% |
| YTD | +3.7% | +4.9% | -1.2% | +2.2% |
| 1Y | +7.1% | +14.3% | -7.2% | +3.2% |
| 3Y | +29.4% | +128.9% | -99.5% | +6.2% |
| All | +35.1% | +187.1% | -152.0% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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