+9.2%
JEPI vs MSTZ
-29.5%
+38.7%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.3% |
| 7D | -0.3% | -29.7% | +29.4% | -0.7% |
| 30D | +0.1% | -65.3% | +65.4% | -1.1% |
| 3M | +4.8% | -57.3% | +62.1% | +4.2% |
| 6M | +1.0% | -61.6% | +62.6% | +0.5% |
| YTD | +5.5% | -78.3% | +83.8% | +4.5% |
| 1Y | +9.2% | -30.2% | +39.5% | +11.6% |
| All | +9.2% | -29.5% | +38.7% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling