+250.8%
MSTR vs JEPQ
+92.4%
+158.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -0.9% |
| 7D | -11.2% | -0.7% | -10.6% | -9.6% |
| 30D | +33.8% | +0.6% | +33.2% | +32.7% |
| 3M | +11.5% | +5.8% | +5.7% | -4.7% |
| 6M | -7.2% | +9.7% | -16.8% | -27.7% |
| YTD | -15.4% | +10.5% | -25.9% | -34.5% |
| 1Y | -60.6% | +18.4% | -79.0% | -74.7% |
| 3Y | +260.8% | +70.3% | +190.5% | -15.9% |
| All | +250.8% | +92.4% | +158.4% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPQ.
Daily Out/Under-Performance
Portfolio return minus JEPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPQ 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 10y: compounded portfolio wealth divided by compounded JEPQ 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…
10y analysis · Full analysis span regression · 6 months rolling