+19.4%
MKSI vs JEPI
+1.5%
+17.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +0.7% |
| 7D | +2.7% | -1.0% | +3.7% | +4.8% |
| 30D | -12.8% | -1.4% | -11.4% | -10.4% |
| 3M | -22.5% | +3.5% | -26.1% | -29.9% |
| 6M | +19.4% | +1.9% | +17.5% | +14.2% |
| All | +19.4% | +1.5% | +17.9% | +14.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling