+55.8%
JEPQ vs MAS
+53.3%
+2.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.4% |
| 7D | -5.6% | +2.4% | -8.0% | -6.0% |
| 30D | -11.3% | +19.8% | -31.2% | -14.1% |
| 3M | -6.5% | +9.8% | -16.4% | -8.1% |
| 6M | -3.6% | +15.8% | -19.3% | -6.5% |
| YTD | +2.2% | +31.8% | -29.6% | -4.3% |
| 1Y | +4.8% | +35.4% | -30.6% | -2.6% |
| All | +55.8% | +53.3% | +2.5% | +43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling