+40.8%
JEPI vs MAS
+39.2%
+1.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.8% |
| 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% | -2.8% |
| 1Y | +8.0% | +34.9% | -26.9% | -0.4% |
| 3Y | +32.3% | +58.6% | -26.3% | +15.0% |
| All | +40.8% | +39.2% | +1.7% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling