+184.7%
MS vs JEPQ
+72.7%
+111.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | -0.1% |
| 7D | +1.4% | +0.7% | +0.7% | +0.6% |
| 30D | -0.3% | +2.0% | -2.2% | -2.4% |
| 3M | +0.3% | +2.0% | -1.7% | -2.0% |
| 6M | +31.3% | +10.4% | +20.9% | +17.5% |
| YTD | +24.7% | +11.6% | +13.1% | +10.4% |
| 1Y | +47.9% | +20.7% | +27.2% | +20.2% |
| All | +184.7% | +72.7% | +111.9% | +72.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling