+77.4%
MSFT vs JEPQ
+94.0%
-16.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | -0.2% |
| 7D | -0.8% | -0.2% | -0.7% | -0.7% |
| 30D | +0.8% | +0.8% | +0.1% | -0.1% |
| 3M | +27.2% | +4.0% | +23.2% | +21.1% |
| 6M | +22.9% | +10.4% | +12.5% | +8.9% |
| YTD | +3.1% | +11.4% | -8.3% | -9.6% |
| 1Y | -0.3% | +18.9% | -19.2% | -19.2% |
| 3Y | +50.1% | +70.3% | -20.2% | -23.6% |
| All | +77.4% | +94.0% | -16.6% | -23.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling