+8.8%
JEPQ vs MSCI
+12.8%
-4.1%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.3% | -0.2% |
| 7D | +5.7% | -0.7% | +6.4% | +5.7% |
| 30D | -5.9% | +16.2% | -22.1% | -5.9% |
| 3M | -2.5% | +16.1% | -18.6% | -2.4% |
| 6M | +1.3% | +12.9% | -11.7% | +0.9% |
| YTD | +7.8% | +14.8% | -7.0% | +7.7% |
| 1Y | +8.8% | +13.8% | -5.0% | +9.4% |
| All | +8.8% | +12.8% | -4.1% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 1y: compounded portfolio wealth divided by compounded MSCI 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…
1y analysis · Full analysis span regression · 6 months rolling