+90.2%
JEPQ vs MKSI
+131.0%
-40.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.3% |
| 7D | -0.2% | +2.7% | -2.8% | -0.7% |
| 30D | +0.8% | -12.8% | +13.6% | +3.7% |
| 3M | +4.0% | -22.5% | +26.5% | +8.4% |
| 6M | +10.4% | +19.4% | -9.0% | +3.6% |
| YTD | +11.4% | +67.7% | -56.3% | -4.0% |
| 1Y | +18.9% | +131.4% | -112.5% | -6.0% |
| 3Y | +70.3% | +197.3% | -127.0% | +18.2% |
| All | +90.2% | +131.0% | -40.8% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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