+234.3%
MTSI vs JEPI
+32.2%
+202.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.8% | +4.2% |
| 7D | +1.4% | -0.3% | +1.7% | +2.0% |
| 30D | +2.1% | +0.1% | +1.9% | +1.7% |
| 3M | -29.7% | +4.8% | -34.5% | -36.3% |
| 6M | +12.5% | +1.0% | +11.5% | +10.4% |
| YTD | +57.0% | +5.5% | +51.5% | +40.6% |
| 1Y | +103.9% | +9.2% | +94.7% | +70.3% |
| All | +234.3% | +32.2% | +202.1% | +98.3% |
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 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