+814.8%
MTSI vs JEPI
+94.5%
+720.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +3.3% |
| 7D | +4.9% | -0.2% | +5.1% | +5.3% |
| 30D | -11.6% | -0.6% | -11.0% | -10.8% |
| 3M | -24.1% | +4.8% | -28.9% | -30.8% |
| 6M | +32.4% | +2.1% | +30.3% | +27.0% |
| YTD | +60.4% | +4.8% | +55.6% | +46.4% |
| 1Y | +111.0% | +8.4% | +102.5% | +81.1% |
| 3Y | +246.1% | +30.8% | +215.3% | +115.3% |
| 5Y | +340.3% | +41.0% | +299.3% | +143.4% |
| All | +814.8% | +94.5% | +720.2% | +133.5% |
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