+152.2%
MS vs JEPQ
+85.8%
+66.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.9% |
| 7D | +5.1% | +3.4% | +1.7% | +1.4% |
| 30D | +5.7% | -5.6% | +11.3% | +12.1% |
| 3M | -12.2% | -4.2% | -8.0% | -8.3% |
| 6M | -0.5% | -0.2% | -0.3% | -0.6% |
| YTD | +9.8% | +6.7% | +3.1% | +2.5% |
| 1Y | +17.7% | +9.5% | +8.3% | +7.0% |
| 3Y | +176.8% | +60.5% | +116.3% | +73.7% |
| All | +152.2% | +85.8% | +66.4% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPQ.
Daily Out/Under-Performance
Portfolio return minus JEPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPQ 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 JEPQ 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