+8.4%
JEPQ vs MAS
+40.8%
-32.4%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.6% | -4.7% | +0.5% |
| 7D | -4.9% | +14.2% | -19.1% | -6.0% |
| 30D | -6.7% | +26.8% | -33.5% | -8.7% |
| 3M | -3.0% | +13.1% | -16.1% | -4.0% |
| 6M | +1.4% | +27.9% | -26.6% | -1.1% |
| YTD | +6.5% | +38.7% | -32.2% | +1.9% |
| 1Y | +8.4% | +40.4% | -32.0% | +3.5% |
| All | +8.4% | +40.8% | -32.4% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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