+103.6%
JEPQ vs MSFU
+71.2%
+32.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -0.7% | -6.9% | +6.3% | +0.7% |
| 30D | +0.6% | -5.1% | +5.7% | +1.4% |
| 3M | +5.8% | +44.6% | -38.8% | -3.3% |
| 6M | +9.7% | +32.8% | -23.2% | +0.8% |
| YTD | +10.5% | -10.1% | +20.6% | +10.7% |
| 1Y | +18.4% | -19.4% | +37.8% | +21.6% |
| 3Y | +70.3% | +26.2% | +44.1% | +45.8% |
| All | +103.6% | +71.2% | +32.4% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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