+74.5%
JEPQ vs MOS
-63.1%
+137.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.0% | +1.2% |
| 7D | -5.6% | +21.6% | -27.2% | -7.9% |
| 30D | -11.3% | +12.0% | -23.3% | -12.7% |
| 3M | -6.5% | -3.9% | -2.6% | -6.4% |
| 6M | -3.6% | -3.3% | -0.3% | -3.8% |
| YTD | +2.2% | -4.6% | +6.9% | +1.4% |
| 1Y | +4.8% | -7.0% | +11.7% | +4.1% |
| 3Y | +56.3% | -24.4% | +80.7% | +56.1% |
| All | +74.5% | -63.1% | +137.6% | +98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling