+48.3%
MSFU vs JEPI
+8.0%
+40.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.6% |
| 7D | -4.9% | +2.9% | -7.8% | -12.8% |
| 30D | -9.1% | +2.6% | -11.6% | -15.6% |
| 3M | +8.7% | +2.2% | +6.5% | +1.9% |
| 6M | +48.3% | +7.6% | +40.7% | +35.4% |
| All | +48.3% | +8.0% | +40.3% | +35.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling