+148.1%
MS vs JEPQ
+82.8%
+65.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.8% |
| 7D | +0.8% | -1.4% | +2.2% | +2.2% |
| 30D | -0.7% | -8.6% | +7.9% | +9.0% |
| 3M | -12.4% | -4.5% | -7.9% | -8.1% |
| 6M | -1.7% | -1.3% | -0.4% | -0.7% |
| YTD | +8.0% | +5.0% | +3.0% | +2.5% |
| 1Y | +16.2% | +5.9% | +10.3% | +9.4% |
| 3Y | +171.3% | +58.0% | +113.3% | +73.0% |
| All | +148.1% | +82.8% | +65.2% | +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