+90.2%
JEPQ vs MOS
-57.1%
+147.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | +1.1% | +1.7% | -0.6% | +0.9% |
| 30D | +1.3% | +11.7% | -10.4% | -0.1% |
| 3M | +4.7% | +23.2% | -18.5% | +1.7% |
| 6M | +10.6% | -1.6% | +12.3% | +10.0% |
| YTD | +11.4% | +10.8% | +0.6% | +8.8% |
| 1Y | +19.4% | -16.2% | +35.6% | +21.0% |
| 3Y | +71.7% | -24.2% | +95.9% | +72.7% |
| All | +90.2% | -57.1% | +147.3% | +112.8% |
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