+82.8%
JEPQ vs MTSI
+371.1%
-288.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +10.3% | -8.3% | -0.3% |
| 7D | -0.3% | +7.2% | -7.5% | -2.3% |
| 30D | -6.6% | -18.4% | +11.9% | -3.3% |
| 3M | -2.6% | -16.7% | +14.1% | -0.6% |
| 6M | +0.5% | -31.7% | +32.2% | +5.9% |
| YTD | +7.1% | +45.9% | -38.8% | -8.0% |
| 1Y | +8.1% | +47.0% | -38.9% | -7.5% |
| 3Y | +61.2% | +224.1% | -162.9% | +4.8% |
| All | +82.8% | +371.1% | -288.2% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 10y: compounded portfolio wealth divided by compounded MTSI 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…
10y analysis · Full analysis span regression · 6 months rolling