+82.8%
JEPQ vs MOS
-62.3%
+145.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.1% |
| 7D | -0.3% | +5.5% | -5.8% | -0.9% |
| 30D | -6.6% | +21.0% | -27.5% | -8.8% |
| 3M | -2.6% | -0.5% | -2.1% | -2.8% |
| 6M | +0.5% | +6.6% | -6.1% | -1.0% |
| YTD | +7.1% | -2.8% | +9.9% | +6.0% |
| 1Y | +8.1% | -8.1% | +16.1% | +7.6% |
| 3Y | +61.2% | -25.6% | +86.8% | +61.6% |
| All | +82.8% | -62.3% | +145.2% | +107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 10y: compounded portfolio wealth divided by compounded MOS 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…
10y analysis · Full analysis span regression · 6 months rolling