+86.6%
MRSH vs JEPI
+93.8%
-7.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -1.0% |
| 7D | -4.8% | -1.0% | -3.8% | -3.7% |
| 30D | -6.3% | -1.4% | -4.9% | -4.8% |
| 3M | +5.8% | +3.5% | +2.3% | +1.8% |
| 6M | +2.8% | +1.9% | +0.9% | +0.5% |
| YTD | -3.1% | +4.4% | -7.6% | -7.9% |
| 1Y | -11.3% | +7.2% | -18.5% | -18.2% |
| 3Y | -5.0% | +29.8% | -34.7% | -31.6% |
| 5Y | +19.2% | +41.7% | -22.5% | -23.1% |
| All | +86.6% | +93.8% | -7.2% | -22.8% |
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