+79.3%
JEPQ vs MAS
+71.6%
+7.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | -1.4% | +3.6% | -4.9% | -2.2% |
| 30D | -8.6% | +23.8% | -32.4% | -13.3% |
| 3M | -4.5% | +14.4% | -18.9% | -7.8% |
| 6M | -1.3% | +19.7% | -21.1% | -6.3% |
| YTD | +5.0% | +36.0% | -30.9% | -4.6% |
| 1Y | +5.9% | +40.4% | -34.5% | -4.9% |
| 3Y | +58.0% | +58.9% | -0.9% | +32.0% |
| All | +79.3% | +71.6% | +7.7% | +46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling