+56.3%
JEPQ vs MTSI
+181.3%
-125.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +10.8% | -9.7% | -1.0% |
| 7D | -5.6% | -10.0% | +4.4% | -4.0% |
| 30D | -11.3% | -37.2% | +25.9% | -3.8% |
| 3M | -6.5% | -30.1% | +23.5% | -1.4% |
| 6M | -3.6% | -31.9% | +28.3% | +0.8% |
| YTD | +2.2% | +23.2% | -20.9% | -7.7% |
| 1Y | +4.8% | +26.4% | -21.6% | -6.2% |
| 3Y | +56.3% | +186.2% | -129.9% | +12.1% |
| All | +56.3% | +181.3% | -125.0% | +12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling