+90.2%
JEPQ vs MSI
+124.4%
-34.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | +1.1% | -4.0% | +5.0% | +2.3% |
| 30D | +1.3% | -0.5% | +1.8% | +1.3% |
| 3M | +4.7% | +11.4% | -6.7% | +0.9% |
| 6M | +10.6% | +1.0% | +9.6% | +9.7% |
| YTD | +11.4% | +20.7% | -9.2% | +3.1% |
| 1Y | +19.4% | -2.7% | +22.1% | +19.9% |
| 3Y | +71.7% | +68.2% | +3.5% | +33.1% |
| All | +90.2% | +124.4% | -34.1% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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