+96.1%
JEPI vs MAS
+77.0%
+19.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.7% |
| 7D | -0.3% | -0.8% | +0.4% | -0.2% |
| 30D | +0.1% | -5.6% | +5.7% | +1.3% |
| 3M | +4.8% | +4.4% | +0.3% | +3.3% |
| 6M | +1.0% | +7.2% | -6.2% | -1.4% |
| YTD | +5.5% | +16.1% | -10.6% | +0.8% |
| 1Y | +9.2% | +0.1% | +9.1% | +7.8% |
| 3Y | +31.2% | +28.3% | +2.9% | +20.3% |
| 5Y | +41.4% | +30.5% | +10.9% | +26.7% |
| All | +96.1% | +77.0% | +19.1% | +61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling