I was also born Jewish. But once one believes in Jesus, one is no longer Jewish, as Jews explicitly do not accept Jesus as the Messiah. My family of course continues to love me, as I love them, and I of course attend Jewish events that involve my family (and others–as well as religious events in other faiths that involve people I am close to). But that doesn’t make me Jewish any longer.
There is no such thing as a “messianic Jew.” That is a term only used by Christians. No believing Jew believes in Jesus as divine, the messiah, etc. A “messianic Jew” is, um, a Christian.