+263.0%
MSI vs JEPI
+93.4%
+169.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | +0.1% |
| 7D | -4.0% | -1.1% | -2.8% | -2.6% |
| 30D | -0.5% | -1.3% | +0.8% | +1.2% |
| 3M | +11.4% | +3.3% | +8.1% | +6.9% |
| 6M | +1.0% | +1.0% | 0.0% | -0.3% |
| YTD | +20.7% | +4.2% | +16.4% | +14.4% |
| 1Y | -2.7% | +7.9% | -10.6% | -11.8% |
| 3Y | +68.2% | +30.0% | +38.2% | +16.9% |
| 5Y | +100.0% | +40.9% | +59.0% | +25.4% |
| All | +263.0% | +93.4% | +169.6% | +39.5% |
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