+180.1%
MKSI vs JEPI
+93.8%
+86.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +0.4% |
| 7D | +2.7% | -1.0% | +3.7% | +5.1% |
| 30D | -12.8% | -1.4% | -11.4% | -10.0% |
| 3M | -22.5% | +3.5% | -26.1% | -29.2% |
| 6M | +19.4% | +1.9% | +17.5% | +14.1% |
| YTD | +67.7% | +4.4% | +63.3% | +51.8% |
| 1Y | +131.4% | +7.2% | +124.2% | +97.9% |
| 3Y | +197.3% | +29.8% | +167.6% | +79.5% |
| 5Y | +87.0% | +41.7% | +45.2% | -1.7% |
| All | +180.1% | +93.8% | +86.3% | -21.2% |
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 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