+41.7%
JEPI vs MOS
-3.3%
+45.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -0.9% |
| 7D | -0.2% | +7.1% | -7.3% | -0.9% |
| 30D | -0.6% | +15.0% | -15.6% | -1.9% |
| 3M | +4.8% | +24.1% | -19.3% | +2.4% |
| 6M | +2.1% | +2.7% | -0.6% | +1.2% |
| YTD | +4.8% | +12.2% | -7.3% | +2.9% |
| 1Y | +8.4% | -16.3% | +24.7% | +9.4% |
| 3Y | +30.8% | -23.3% | +54.1% | +31.0% |
| All | +41.7% | -3.3% | +45.0% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling