+731.8%
MTSI vs JEPI
+101.5%
+630.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.0% | +9.4% | +8.5% |
| 7D | +7.2% | -0.1% | +7.3% | +8.9% |
| 30D | -18.4% | +2.8% | -21.3% | -21.6% |
| 3M | -16.7% | +2.6% | -19.3% | -19.8% |
| 6M | -31.7% | +8.4% | -40.1% | -40.8% |
| YTD | +45.9% | +8.6% | +37.3% | +26.2% |
| 1Y | +47.0% | +10.4% | +36.6% | +23.5% |
| 3Y | +224.1% | +37.1% | +187.0% | +86.8% |
| 5Y | +238.5% | +45.5% | +193.0% | +78.5% |
| All | +731.8% | +101.5% | +630.2% | +101.2% |
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