+320.4%
MTSI vs JEPI
+41.4%
+279.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.8% | +4.1% |
| 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% | -35.7% |
| 6M | +12.5% | +1.0% | +11.5% | +10.5% |
| YTD | +57.0% | +5.5% | +51.5% | +42.1% |
| 1Y | +103.9% | +9.2% | +94.7% | +73.4% |
| 3Y | +223.6% | +31.2% | +192.4% | +103.8% |
| All | +320.4% | +41.4% | +279.0% | +135.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling