+217.6%
MTSI vs JEPI
+35.1%
+182.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.1% | +7.0% | +4.6% |
| 7D | +3.5% | +0.3% | +3.2% | +4.2% |
| 30D | -30.3% | +1.4% | -31.8% | -31.4% |
| 3M | -26.0% | +1.3% | -27.3% | -27.0% |
| 6M | -36.1% | +6.3% | -42.4% | -43.2% |
| YTD | +34.3% | +6.8% | +27.5% | +18.5% |
| 1Y | +35.3% | +9.8% | +25.5% | +12.6% |
| 3Y | +217.6% | +36.0% | +181.6% | +42.8% |
| All | +217.6% | +35.1% | +182.5% | +42.8% |
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