+80.2%
JEPQ vs MOS
-62.4%
+142.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.8% | +1.4% | +3.0% |
| 7D | -0.2% | +19.7% | -19.9% | -2.5% |
| 30D | -8.2% | +21.5% | -29.7% | -10.4% |
| 3M | -4.1% | -0.4% | -3.7% | -4.4% |
| 6M | -0.8% | +4.5% | -5.3% | -2.0% |
| YTD | +5.5% | -2.9% | +8.4% | +4.4% |
| 1Y | +8.4% | -7.7% | +16.1% | +7.8% |
| 3Y | +60.9% | -25.6% | +86.5% | +61.3% |
| All | +80.2% | -62.4% | +142.6% | +104.4% |
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