+80.2%
JEPQ vs MAS
+73.8%
+6.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.5% | -1.3% | +2.2% |
| 7D | -0.2% | +3.3% | -3.5% | -1.0% |
| 30D | -8.2% | +25.5% | -33.6% | -13.2% |
| 3M | -4.1% | +11.8% | -15.9% | -6.9% |
| 6M | -0.8% | +21.3% | -22.1% | -6.1% |
| YTD | +5.5% | +37.7% | -32.2% | -4.4% |
| 1Y | +8.4% | +41.0% | -32.6% | -2.7% |
| 3Y | +60.9% | +63.0% | -2.1% | +33.4% |
| All | +80.2% | +73.8% | +6.3% | +46.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling