+61.7%
MTSI vs JEPI
+10.9%
+50.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -3.1% |
| 7D | -10.7% | +1.5% | -12.1% | -12.3% |
| 30D | -29.0% | +3.6% | -32.5% | -32.2% |
| 3M | -14.7% | +2.3% | -17.0% | -17.4% |
| 6M | -20.1% | +5.6% | -25.7% | -26.4% |
| YTD | +36.1% | +7.5% | +28.7% | +23.4% |
| 1Y | +61.7% | +10.6% | +51.2% | +41.0% |
| All | +61.7% | +10.9% | +50.8% | +41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling