-47.1%
MSTR vs JEPI
+11.1%
-58.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | -1.5% |
| 7D | -14.2% | -0.1% | -14.0% | -13.3% |
| 30D | -19.9% | +2.8% | -22.7% | -25.5% |
| 3M | +27.3% | +2.6% | +24.7% | +18.8% |
| 6M | -37.6% | +8.4% | -45.9% | -50.1% |
| YTD | -19.5% | +8.6% | -28.1% | -30.8% |
| 1Y | -47.1% | +10.4% | -57.5% | -55.2% |
| All | -47.1% | +11.1% | -58.2% | -55.2% |
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