+4.8%
JEPQ vs MAS
+32.5%
-27.7%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.3% |
| 7D | -5.6% | +2.4% | -8.0% | -5.7% |
| 30D | -11.3% | +19.8% | -31.2% | -12.8% |
| 3M | -6.5% | +9.8% | -16.4% | -7.3% |
| 6M | -3.6% | +15.8% | -19.3% | -5.0% |
| YTD | +2.2% | +31.8% | -29.6% | -1.4% |
| 1Y | +4.8% | +35.4% | -30.6% | +0.8% |
| All | +4.8% | +32.5% | -27.7% | +0.8% |
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 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