+12.6%
MGY vs JEPI
+7.1%
+5.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | -1.2% |
| 7D | -10.3% | -2.7% | -7.6% | -11.5% |
| 30D | -1.8% | -0.3% | -1.5% | -1.8% |
| 3M | -0.1% | -1.3% | +1.2% | -0.6% |
| 6M | -22.8% | +2.5% | -25.3% | -22.4% |
| YTD | +9.5% | +4.0% | +5.6% | +8.5% |
| 1Y | +12.6% | +6.8% | +5.8% | +7.9% |
| All | +12.6% | +7.1% | +5.5% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling