+114.7%
MRNA vs JEPI
+93.8%
+20.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.7% | +4.2% |
| 7D | -1.1% | -1.0% | -0.1% | +0.8% |
| 30D | +126.1% | -1.4% | +127.5% | +133.1% |
| 3M | +190.0% | +3.5% | +186.5% | +175.1% |
| 6M | +157.2% | +1.9% | +155.3% | +151.3% |
| YTD | +388.2% | +4.4% | +383.8% | +360.6% |
| 1Y | +467.0% | +7.2% | +459.8% | +416.2% |
| 3Y | +36.1% | +29.8% | +6.3% | -5.8% |
| 5Y | -68.0% | +41.7% | -109.7% | -80.1% |
| All | +114.7% | +93.8% | +20.9% | +3.7% |
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