-88.0%
MSTU vs JEPI
+13.0%
-101.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | -0.1% |
| 7D | -16.6% | -1.0% | -15.6% | -11.6% |
| 30D | +69.7% | -1.4% | +71.1% | +83.6% |
| 3M | -7.5% | +3.5% | -11.0% | -22.5% |
| 6M | -43.1% | +1.9% | -45.0% | -48.0% |
| YTD | -63.0% | +4.4% | -67.5% | -68.5% |
| 1Y | -93.8% | +7.2% | -101.0% | -95.3% |
| All | -88.0% | +13.0% | -101.0% | -93.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling