+38.9%
JEPQ vs MSTZ
-99.1%
+138.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.6% | -7.4% | -0.5% |
| 7D | -0.7% | +24.8% | -25.4% | +0.4% |
| 30D | +0.6% | -59.2% | +59.8% | -2.6% |
| 3M | +5.8% | -56.9% | +62.7% | +3.8% |
| 6M | +9.7% | -57.6% | +67.2% | +8.8% |
| YTD | +10.5% | -73.6% | +84.1% | +9.6% |
| 1Y | +18.4% | -15.6% | +34.0% | +26.0% |
| All | +38.9% | -99.1% | +138.0% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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