+38.9%
JEPQ vs MSTU
-88.1%
+127.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.8% | +6.0% | -0.5% |
| 7D | -0.7% | -22.0% | +21.4% | +0.5% |
| 30D | +0.6% | +60.3% | -59.7% | -2.5% |
| 3M | +5.8% | -3.7% | +9.5% | +4.3% |
| 6M | +9.7% | -45.2% | +54.8% | +9.7% |
| YTD | +10.5% | -64.3% | +74.9% | +11.0% |
| 1Y | +18.4% | -94.0% | +112.4% | +28.8% |
| All | +38.9% | -88.1% | +127.0% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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