+90.4%
JEPQ vs MTSI
+418.1%
-327.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.5% |
| 7D | +1.4% | +4.9% | -3.4% | +0.3% |
| 30D | +1.3% | -11.6% | +12.9% | +3.8% |
| 3M | +3.8% | -24.1% | +27.9% | +9.3% |
| 6M | +12.2% | +32.4% | -20.3% | +1.8% |
| YTD | +11.6% | +60.4% | -48.9% | -4.5% |
| 1Y | +19.9% | +111.0% | -91.1% | -5.5% |
| 3Y | +71.9% | +246.1% | -174.2% | +12.2% |
| All | +90.4% | +418.1% | -327.7% | +6.4% |
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