-0.8%
MSFT vs JEPQ
+21.4%
-22.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.3% |
| 7D | -2.7% | +0.7% | -3.4% | -3.2% |
| 30D | +2.7% | +2.0% | +0.7% | +1.2% |
| 3M | +17.0% | +2.0% | +15.0% | +13.9% |
| 6M | +23.8% | +10.4% | +13.4% | +12.7% |
| YTD | +4.0% | +11.6% | -7.6% | -6.0% |
| 1Y | -0.8% | +20.7% | -21.5% | -19.0% |
| All | -0.8% | +21.4% | -22.2% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling