+105.3%
JEPQ vs MSFU
+70.7%
+34.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | +1.1% | -2.3% | +3.4% | +1.5% |
| 30D | +1.3% | -6.3% | +7.6% | +2.4% |
| 3M | +4.7% | +40.0% | -35.3% | -3.6% |
| 6M | +10.6% | +30.1% | -19.5% | +2.2% |
| YTD | +11.4% | -10.3% | +21.8% | +11.7% |
| 1Y | +19.4% | -19.0% | +38.4% | +22.4% |
| 3Y | +71.7% | +25.8% | +45.9% | +47.1% |
| All | +105.3% | +70.7% | +34.6% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling