+789.7%
MELI vs MAS
+230.1%
+559.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.5% | -3.0% | -0.9% |
| 7D | -8.6% | +3.3% | -11.9% | -10.0% |
| 30D | -18.9% | +25.5% | -44.4% | -28.4% |
| 3M | -15.8% | +11.8% | -27.6% | -21.0% |
| 6M | -6.1% | +21.3% | -27.4% | -16.8% |
| YTD | -23.9% | +37.7% | -61.7% | -38.5% |
| 1Y | -27.3% | +41.0% | -68.3% | -42.3% |
| 3Y | +14.3% | +63.0% | -48.7% | -23.1% |
| 5Y | -10.4% | +44.1% | -54.5% | -35.4% |
| 10Y | +789.7% | +224.3% | +565.4% | +283.0% |
| All | +789.7% | +230.1% | +559.5% | +283.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling