-6.4%
MELI vs MOS
-30.3%
+23.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.7% | -3.0% |
| 7D | -10.3% | +24.8% | -35.2% | -15.6% |
| 30D | -21.1% | +22.7% | -43.8% | -25.5% |
| 3M | -18.3% | -1.2% | -17.1% | -18.7% |
| 6M | -8.7% | +5.5% | -14.3% | -11.3% |
| YTD | -26.0% | -2.0% | -24.1% | -27.8% |
| 1Y | -28.8% | -7.9% | -20.8% | -29.4% |
| 3Y | +8.4% | -25.0% | +33.4% | +10.8% |
| 5Y | -6.4% | -27.7% | +21.3% | -17.9% |
| All | -6.4% | -30.3% | +23.9% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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