+33.3%
MELI vs MAGS
+128.4%
-95.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -1.0% |
| 7D | -4.1% | +0.6% | -4.7% | -4.4% |
| 30D | +3.8% | +3.2% | +0.6% | +2.1% |
| 3M | +17.8% | +7.7% | +10.2% | +13.1% |
| 6M | +7.4% | +12.5% | -5.0% | +0.6% |
| YTD | -5.8% | +6.0% | -11.8% | -9.1% |
| 1Y | -18.9% | +14.4% | -33.2% | -24.6% |
| 3Y | +33.3% | +127.5% | -94.2% | -22.1% |
| All | +33.3% | +128.4% | -95.1% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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