+35.0%
JEPI vs MAS
+59.6%
-24.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.4% |
| 7D | +0.6% | +3.6% | -3.0% | -0.1% |
| 30D | +1.6% | +23.8% | -22.3% | -2.2% |
| 3M | +1.3% | +14.4% | -13.1% | -1.2% |
| 6M | +6.5% | +19.7% | -13.3% | +2.5% |
| YTD | +6.9% | +36.0% | -29.0% | -0.3% |
| 1Y | +9.4% | +40.4% | -30.9% | +1.2% |
| 3Y | +35.0% | +58.9% | -23.9% | +24.1% |
| All | +35.0% | +59.6% | -24.6% | +24.1% |
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