+94.6%
JEPI vs MAS
+100.2%
-5.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.5% |
| 7D | -2.0% | +2.0% | -3.9% | -2.4% |
| 30D | 0.0% | +19.4% | -19.4% | -3.7% |
| 3M | -0.8% | +9.4% | -10.2% | -2.8% |
| 6M | +3.2% | +15.3% | -12.1% | -0.5% |
| YTD | +4.7% | +31.3% | -26.6% | -2.6% |
| 1Y | +8.0% | +34.9% | -26.9% | -0.2% |
| 3Y | +32.3% | +58.6% | -26.3% | +15.7% |
| 5Y | +40.5% | +40.7% | -0.2% | +23.9% |
| All | +94.6% | +100.2% | -5.7% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling