+90.5%
JEPQ vs MAS
+46.5%
+44.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.1% |
| 7D | +0.7% | -0.8% | +1.4% | +0.9% |
| 30D | +2.0% | -5.6% | +7.5% | +3.3% |
| 3M | +2.0% | +4.4% | -2.5% | +0.3% |
| 6M | +10.4% | +7.2% | +3.2% | +7.2% |
| YTD | +11.6% | +16.1% | -4.5% | +5.5% |
| 1Y | +20.7% | +0.1% | +20.6% | +18.8% |
| 3Y | +70.8% | +28.3% | +42.5% | +51.6% |
| All | +90.5% | +46.5% | +44.0% | +62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling