+111.7%
MTSI vs JEPI
+8.4%
+103.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +3.1% |
| 7D | +4.9% | -0.2% | +5.1% | +5.2% |
| 30D | -11.6% | -0.6% | -11.0% | -11.0% |
| 3M | -24.1% | +4.8% | -28.9% | -30.5% |
| 6M | +32.4% | +2.1% | +30.3% | +27.5% |
| YTD | +60.4% | +4.8% | +55.6% | +47.0% |
| All | +111.7% | +8.4% | +103.3% | +78.3% |
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