+140.0%
MS vs JEPQ
+78.0%
+62.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -1.8% |
| 7D | -1.6% | -5.6% | +4.1% | +4.5% |
| 30D | -3.8% | -11.3% | +7.5% | +9.0% |
| 3M | -14.6% | -6.5% | -8.1% | -8.5% |
| 6M | -5.1% | -3.6% | -1.5% | -1.7% |
| YTD | +4.5% | +2.2% | +2.3% | +2.0% |
| 1Y | +13.5% | +4.8% | +8.8% | +8.0% |
| 3Y | +160.4% | +56.3% | +104.1% | +68.2% |
| All | +140.0% | +78.0% | +62.0% | +37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling