+144.8%
MS vs JEPI
+41.6%
+103.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | +0.3% |
| 7D | +2.5% | -0.2% | +2.7% | +2.8% |
| 30D | 0.0% | -0.6% | +0.6% | +0.9% |
| 3M | +2.4% | +4.8% | -2.4% | -5.1% |
| 6M | +36.4% | +2.1% | +34.3% | +31.8% |
| YTD | +23.8% | +4.8% | +19.0% | +14.8% |
| 1Y | +48.6% | +8.4% | +40.2% | +30.5% |
| 3Y | +179.1% | +30.8% | +148.4% | +87.3% |
| 5Y | +144.8% | +41.0% | +103.9% | +48.7% |
| All | +144.8% | +41.6% | +103.2% | +48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling