+60.5%
JEPQ vs MSFU
+21.3%
+39.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | +3.4% | -2.8% | +6.2% | +3.8% |
| 30D | -5.6% | -5.3% | -0.3% | -4.9% |
| 3M | -4.2% | +7.2% | -11.4% | -5.7% |
| 6M | -0.2% | +51.0% | -51.2% | -8.7% |
| YTD | +6.7% | -1.2% | +8.0% | +5.7% |
| 1Y | +9.5% | -10.3% | +19.8% | +11.0% |
| 3Y | +60.5% | +22.2% | +38.3% | +42.0% |
| All | +60.5% | +21.3% | +39.2% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling