+90.2%
JEPQ vs MOH
-33.9%
+124.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.8% |
| 7D | -0.2% | +1.7% | -1.9% | -0.2% |
| 30D | +0.8% | -0.9% | +1.7% | +0.8% |
| 3M | +4.0% | +5.7% | -1.7% | +3.7% |
| 6M | +10.4% | +39.1% | -28.7% | +9.1% |
| YTD | +11.4% | +17.7% | -6.3% | +10.4% |
| 1Y | +18.9% | +8.4% | +10.5% | +18.1% |
| 3Y | +70.3% | -36.6% | +106.8% | +71.2% |
| All | +90.2% | -33.9% | +124.1% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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