+38.1%
MA vs JEPI
+29.2%
+9.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.3% |
| 7D | -3.5% | -2.0% | -1.4% | -0.9% |
| 30D | +0.7% | -2.0% | +2.7% | +3.4% |
| 3M | +15.8% | +3.8% | +12.0% | +10.6% |
| 6M | +10.2% | +0.8% | +9.4% | +9.2% |
| YTD | -0.5% | +3.7% | -4.2% | -5.0% |
| 1Y | -1.8% | +7.1% | -8.9% | -10.0% |
| All | +38.1% | +29.2% | +9.0% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 JEPI 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