+546.3%
MS vs JEPI
+93.4%
+452.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | +0.5% |
| 7D | +1.7% | -1.1% | +2.8% | +3.5% |
| 30D | 0.0% | -1.3% | +1.3% | +2.1% |
| 3M | +3.0% | +3.3% | -0.4% | -2.3% |
| 6M | +35.7% | +1.0% | +34.7% | +33.5% |
| YTD | +23.3% | +4.2% | +19.1% | +15.4% |
| 1Y | +44.7% | +7.9% | +36.7% | +28.1% |
| 3Y | +178.0% | +30.0% | +148.0% | +88.4% |
| 5Y | +143.2% | +40.9% | +102.3% | +47.5% |
| All | +546.3% | +93.4% | +452.9% | +123.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling