+183.1%
MS vs JEPQ
+94.0%
+89.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +1.7% | +1.1% | +0.6% | +0.6% |
| 30D | 0.0% | +1.3% | -1.3% | -1.3% |
| 3M | +3.0% | +4.7% | -1.7% | -2.0% |
| 6M | +35.7% | +10.6% | +25.1% | +21.9% |
| YTD | +23.3% | +11.4% | +11.9% | +10.1% |
| 1Y | +44.7% | +19.4% | +25.3% | +20.3% |
| 3Y | +178.0% | +71.7% | +106.3% | +63.1% |
| All | +183.1% | +94.0% | +89.1% | +48.9% |
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