-19.4%
MSFU vs JEPI
+7.0%
-26.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +1.0% |
| 7D | -6.9% | -2.0% | -4.9% | -4.3% |
| 30D | -5.1% | -2.0% | -3.1% | -2.4% |
| 3M | +44.6% | +3.8% | +40.9% | +41.8% |
| 6M | +32.8% | +0.8% | +32.0% | +31.4% |
| YTD | -10.1% | +3.7% | -13.8% | -13.1% |
| 1Y | -19.4% | +7.1% | -26.5% | -23.8% |
| All | -19.4% | +7.0% | -26.4% | -23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling