+113.8%
MSTR vs JEPI
+41.6%
+72.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -2.5% |
| 7D | +9.3% | -0.2% | +9.5% | +10.4% |
| 30D | +36.5% | -0.6% | +37.1% | +38.9% |
| 3M | +7.3% | +4.8% | +2.5% | -7.3% |
| 6M | +2.2% | +2.1% | +0.1% | -4.2% |
| YTD | -10.2% | +4.8% | -15.0% | -21.3% |
| 1Y | -58.6% | +8.4% | -67.1% | -67.4% |
| 3Y | +283.2% | +30.8% | +252.4% | +73.6% |
| 5Y | +113.8% | +41.0% | +72.8% | -11.6% |
| All | +113.8% | +41.6% | +72.2% | -11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling