+3.2%
MELI vs FAST
+106.4%
-103.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.3% |
| 7D | -4.3% | -0.4% | -3.8% | -4.0% |
| 30D | -1.7% | -6.4% | +4.7% | +2.2% |
| 3M | +20.0% | +7.1% | +13.0% | +14.0% |
| 6M | +9.4% | +7.0% | +2.4% | +3.2% |
| YTD | -5.4% | +24.1% | -29.5% | -20.0% |
| 1Y | -18.8% | +4.4% | -23.2% | -22.9% |
| 3Y | +33.5% | +93.2% | -59.8% | -29.9% |
| 5Y | +3.2% | +106.4% | -103.2% | -48.9% |
| All | +3.2% | +106.4% | -103.2% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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