+31.5%
JEPI vs MAS
+58.1%
-26.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.4% |
| 7D | -2.0% | +2.0% | -3.9% | -2.3% |
| 30D | 0.0% | +19.4% | -19.4% | -3.1% |
| 3M | -1.4% | +9.4% | -10.8% | -3.1% |
| 6M | +2.6% | +15.3% | -12.7% | -0.5% |
| YTD | +4.0% | +31.3% | -27.3% | -2.4% |
| 1Y | +7.3% | +34.9% | -27.5% | 0.0% |
| 3Y | +31.5% | +58.6% | -27.1% | +20.6% |
| All | +31.5% | +58.1% | -26.6% | +20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling