+287.2%
MSTR vs JEPQ
+70.7%
+216.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.5% |
| 7D | +7.7% | +1.1% | +6.7% | +5.4% |
| 30D | +36.3% | +1.3% | +35.0% | +33.0% |
| 3M | +13.4% | +4.7% | +8.7% | +1.8% |
| 6M | -4.5% | +10.6% | -15.1% | -24.3% |
| YTD | -12.7% | +11.4% | -24.1% | -30.9% |
| 1Y | -59.6% | +19.4% | -79.0% | -72.7% |
| All | +287.2% | +70.7% | +216.5% | +48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling