+58.0%
MA vs JEPQ
+94.0%
-36.0%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -3.5% | +1.1% | -4.6% | -4.2% |
| 30D | +0.8% | +1.3% | -0.5% | -0.2% |
| 3M | +14.8% | +4.7% | +10.1% | +10.2% |
| 6M | +10.0% | +10.6% | -0.6% | +0.7% |
| YTD | -0.1% | +11.4% | -11.5% | -9.2% |
| 1Y | -2.2% | +19.4% | -21.6% | -16.3% |
| 3Y | +39.3% | +71.7% | -32.4% | -16.7% |
| All | +58.0% | +94.0% | -36.0% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPQ.
Daily Out/Under-Performance
Portfolio return minus JEPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPQ 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 JEPQ 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