+212.2%
MSTR vs JEPQ
+87.7%
+124.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.3% | -6.2% | -5.8% |
| 7D | -11.5% | +5.7% | -17.2% | -24.5% |
| 30D | -24.8% | -5.9% | -18.9% | -11.6% |
| 3M | +20.6% | -2.5% | +23.1% | +30.2% |
| 6M | -38.0% | +1.3% | -39.2% | -40.0% |
| YTD | -24.7% | +7.8% | -32.5% | -37.6% |
| 1Y | -49.1% | +8.8% | -57.8% | -58.8% |
| 3Y | +124.7% | +62.3% | +62.4% | -39.3% |
| All | +212.2% | +87.7% | +124.5% | -22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling