+184.7%
MS vs JEPI
+32.2%
+152.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.9% |
| 7D | +1.4% | -0.3% | +1.7% | +2.0% |
| 30D | -0.3% | +0.1% | -0.4% | -0.5% |
| 3M | +0.3% | +4.8% | -4.5% | -7.4% |
| 6M | +31.3% | +1.0% | +30.3% | +29.2% |
| YTD | +24.7% | +5.5% | +19.2% | +13.8% |
| 1Y | +47.9% | +9.2% | +38.7% | +27.1% |
| All | +184.7% | +32.2% | +152.4% | +87.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling