+130.2%
MA vs JEPI
+101.0%
+29.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -0.8% |
| 7D | -0.5% | +2.9% | -3.4% | -4.8% |
| 30D | +7.9% | +2.6% | +5.3% | +3.8% |
| 3M | +16.8% | +2.2% | +14.5% | +12.9% |
| 6M | +31.0% | +7.6% | +23.4% | +17.3% |
| YTD | +15.0% | +8.3% | +6.7% | +1.7% |
| 1Y | +17.0% | +9.7% | +7.3% | +1.5% |
| 3Y | +68.5% | +36.7% | +31.8% | +2.7% |
| 5Y | +85.0% | +44.4% | +40.6% | +4.3% |
| All | +130.2% | +101.0% | +29.2% | -34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling