+61.3%
MA vs JEPQ
+94.3%
-33.0%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.3% |
| 7D | -2.7% | +0.7% | -3.4% | -3.2% |
| 30D | +1.5% | +2.0% | -0.5% | 0.0% |
| 3M | +20.4% | +2.0% | +18.4% | +17.9% |
| 6M | +11.1% | +10.4% | +0.7% | +1.9% |
| YTD | +2.0% | +11.6% | -9.6% | -7.4% |
| 1Y | -2.2% | +20.7% | -22.8% | -17.0% |
| 3Y | +41.9% | +70.8% | -28.9% | -14.6% |
| All | +61.3% | +94.3% | -33.0% | -14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling