+93.8%
JEPI vs MOS
+154.6%
-60.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | -1.1% | +1.7% | -2.8% | -1.3% |
| 30D | -1.3% | +11.7% | -12.9% | -2.2% |
| 3M | +3.3% | +23.2% | -19.8% | +1.4% |
| 6M | +1.0% | -1.6% | +2.6% | +0.6% |
| YTD | +4.2% | +10.8% | -6.6% | +2.7% |
| 1Y | +7.9% | -16.2% | +24.1% | +8.7% |
| 3Y | +30.0% | -24.2% | +54.3% | +30.3% |
| 5Y | +40.9% | -6.6% | +47.6% | +39.3% |
| All | +93.8% | +154.6% | -60.8% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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