+465.0%
MS vs JEPI
+98.2%
+366.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.1% | -0.2% |
| 7D | +0.7% | +0.3% | +0.4% | +0.3% |
| 30D | -0.9% | +1.4% | -2.4% | -3.0% |
| 3M | -13.0% | +1.3% | -14.3% | -14.5% |
| 6M | -2.0% | +6.3% | -8.3% | -11.0% |
| YTD | +7.8% | +6.8% | +1.0% | -2.7% |
| 1Y | +17.9% | +9.8% | +8.0% | +1.8% |
| 3Y | +174.8% | +36.0% | +138.8% | +73.7% |
| 5Y | +119.9% | +43.4% | +76.5% | +30.0% |
| All | +465.0% | +98.2% | +366.8% | +88.1% |
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