+96.1%
JEPI vs MOS
+151.1%
-55.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.5% |
| 7D | -0.3% | +9.5% | -9.9% | -1.1% |
| 30D | +0.1% | +10.4% | -10.3% | -0.7% |
| 3M | +4.8% | +12.9% | -8.1% | +3.5% |
| 6M | +1.0% | +1.2% | -0.2% | +0.4% |
| YTD | +5.5% | +9.3% | -3.8% | +4.0% |
| 1Y | +9.2% | -18.0% | +27.2% | +10.2% |
| 3Y | +31.2% | -29.0% | +60.2% | +32.1% |
| 5Y | +41.4% | -9.6% | +50.9% | +40.0% |
| All | +96.1% | +151.1% | -55.0% | +82.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling