+76.3%
MSFU vs JEPI
+46.9%
+29.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -3.4% |
| 7D | -5.7% | -0.3% | -5.3% | -4.9% |
| 30D | +4.2% | +0.1% | +4.0% | +4.0% |
| 3M | +27.9% | +4.8% | +23.1% | +17.0% |
| 6M | +37.1% | +1.0% | +36.1% | +34.7% |
| YTD | -7.4% | +5.5% | -12.9% | -17.3% |
| 1Y | -19.6% | +9.2% | -28.8% | -33.6% |
| 3Y | +33.2% | +31.2% | +2.0% | -25.1% |
| All | +76.3% | +46.9% | +29.4% | -21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling