+23.7%
MSFU vs JEPI
+29.8%
-6.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | +0.3% |
| 7D | -2.3% | -1.1% | -1.2% | 0.0% |
| 30D | -6.3% | -1.3% | -5.0% | -3.7% |
| 3M | +40.0% | +3.3% | +36.6% | +32.3% |
| 6M | +30.1% | +1.0% | +29.1% | +28.1% |
| YTD | -10.3% | +4.2% | -14.6% | -17.5% |
| 1Y | -19.0% | +7.9% | -27.0% | -31.0% |
| All | +23.7% | +29.8% | -6.1% | -23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling