+82.2%
JEPQ vs MSI
+159.8%
-77.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | +3.4% | +3.2% | +0.2% | +2.5% |
| 30D | -5.6% | +17.6% | -23.2% | -9.9% |
| 3M | -4.2% | +14.5% | -18.7% | -8.0% |
| 6M | -0.2% | +34.3% | -34.4% | -9.1% |
| YTD | +6.7% | +39.7% | -33.0% | -5.4% |
| 1Y | +9.5% | +40.2% | -30.7% | -3.1% |
| 3Y | +60.5% | +77.1% | -16.6% | +24.7% |
| All | +82.2% | +159.8% | -77.6% | +13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling