+37.1%
JEPI vs MOS
-25.3%
+62.4%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.0% |
| 7D | -0.1% | +5.5% | -5.6% | -0.6% |
| 30D | +2.8% | +21.0% | -18.1% | +1.1% |
| 3M | +2.6% | -0.5% | +3.1% | +2.4% |
| 6M | +8.4% | +6.6% | +1.8% | +7.3% |
| YTD | +8.6% | -2.8% | +11.4% | +7.7% |
| 1Y | +10.4% | -8.1% | +18.4% | +10.0% |
| All | +37.1% | -25.3% | +62.4% | +35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling