+101.1%
JEPI vs MAS
+107.0%
-5.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.2% |
| 7D | +2.7% | +3.0% | -0.3% | +2.1% |
| 30D | +2.5% | +22.4% | -19.9% | -1.8% |
| 3M | +1.9% | +14.5% | -12.5% | -1.0% |
| 6M | +7.7% | +27.1% | -19.4% | +1.7% |
| YTD | +8.2% | +35.8% | -27.6% | -0.1% |
| 1Y | +10.4% | +39.4% | -29.0% | +1.3% |
| 3Y | +36.5% | +60.3% | -23.8% | +19.3% |
| 5Y | +44.2% | +39.4% | +4.8% | +27.3% |
| All | +101.1% | +107.0% | -5.9% | +59.5% |
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