+193.1%
MO vs JEPI
+93.4%
+99.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | 0.0% |
| 7D | -2.4% | -1.1% | -1.3% | -1.7% |
| 30D | +3.6% | -1.3% | +4.9% | +4.5% |
| 3M | -3.7% | +3.3% | -7.1% | -5.8% |
| 6M | +4.5% | +1.0% | +3.5% | +3.8% |
| YTD | +21.5% | +4.2% | +17.3% | +18.1% |
| 1Y | +9.5% | +7.9% | +1.6% | +3.8% |
| 3Y | +93.6% | +30.0% | +63.5% | +56.3% |
| 5Y | +97.5% | +40.9% | +56.6% | +46.8% |
| All | +193.1% | +93.4% | +99.7% | +34.4% |
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