+49.1%
MSFT vs JEPQ
+69.3%
-20.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.9% |
| 7D | -3.5% | -0.7% | -2.8% | -2.9% |
| 30D | -2.1% | +0.6% | -2.6% | -2.6% |
| 3M | +24.2% | +5.8% | +18.4% | +16.8% |
| 6M | +21.9% | +9.7% | +12.2% | +10.6% |
| YTD | +2.5% | +10.5% | -8.1% | -7.7% |
| 1Y | -0.8% | +18.4% | -19.2% | -16.7% |
| All | +49.1% | +69.3% | -20.2% | -14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling