+79.3%
JEPQ vs MSCI
+60.5%
+18.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.9% |
| 7D | -1.4% | +2.7% | -4.0% | -2.0% |
| 30D | -8.6% | +16.2% | -24.9% | -12.1% |
| 3M | -4.5% | +17.1% | -21.6% | -8.5% |
| 6M | -1.3% | +13.0% | -14.3% | -5.2% |
| YTD | +5.0% | +15.8% | -10.7% | -0.4% |
| 1Y | +5.9% | +15.5% | -9.6% | +0.4% |
| 3Y | +58.0% | +32.3% | +25.7% | +39.8% |
| All | +79.3% | +60.5% | +18.8% | +38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling