+66.3%
MA vs JEPI
+40.2%
+26.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | +0.2% |
| 7D | -3.5% | -1.1% | -2.4% | -1.9% |
| 30D | +0.8% | -1.3% | +2.0% | +2.7% |
| 3M | +14.8% | +3.3% | +11.4% | +9.6% |
| 6M | +10.0% | +1.0% | +9.0% | +8.5% |
| YTD | -0.1% | +4.2% | -4.3% | -6.0% |
| 1Y | -2.2% | +7.9% | -10.2% | -12.5% |
| 3Y | +39.3% | +30.0% | +9.2% | -6.0% |
| 5Y | +66.3% | +40.9% | +25.4% | -0.1% |
| All | +66.3% | +40.2% | +26.1% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling