-88.4%
MSTU vs JEPI
+12.2%
-100.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.5% | -6.3% | -4.2% |
| 7D | -22.0% | -2.0% | -20.0% | -12.5% |
| 30D | +60.3% | -2.0% | +62.3% | +79.0% |
| 3M | -3.7% | +3.8% | -7.5% | -20.2% |
| 6M | -45.2% | +0.8% | -46.0% | -46.9% |
| YTD | -64.3% | +3.7% | -68.0% | -68.5% |
| 1Y | -94.0% | +7.1% | -101.1% | -95.5% |
| All | -88.4% | +12.2% | -100.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling