+186.2%
MS vs JEPQ
+94.3%
+91.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | -0.1% |
| 7D | +1.4% | +0.7% | +0.7% | +0.7% |
| 30D | -0.3% | +2.0% | -2.2% | -2.3% |
| 3M | +0.3% | +2.0% | -1.7% | -1.9% |
| 6M | +31.3% | +10.4% | +20.9% | +18.2% |
| YTD | +24.7% | +11.6% | +13.1% | +11.1% |
| 1Y | +47.9% | +20.7% | +27.2% | +21.6% |
| 3Y | +178.3% | +70.8% | +107.5% | +64.1% |
| All | +186.2% | +94.3% | +91.9% | +50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling