+187.1%
MSFT vs JEPI
+95.7%
+91.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.5% |
| 7D | -2.7% | -0.3% | -2.3% | -2.2% |
| 30D | +2.7% | +0.1% | +2.6% | +2.5% |
| 3M | +17.0% | +4.8% | +12.2% | +10.0% |
| 6M | +23.8% | +1.0% | +22.8% | +22.1% |
| YTD | +4.0% | +5.5% | -1.5% | -3.6% |
| 1Y | -0.8% | +9.2% | -10.0% | -12.6% |
| 3Y | +55.6% | +31.2% | +24.4% | +3.6% |
| 5Y | +72.9% | +41.4% | +31.5% | +3.8% |
| All | +187.1% | +95.7% | +91.4% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 JEPI 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