+34.0%
MELI vs MSI
+69.5%
-35.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.2% |
| 7D | -4.3% | -1.8% | -2.5% | -3.5% |
| 30D | -1.7% | -0.6% | -1.1% | -1.5% |
| 3M | +20.0% | +13.0% | +7.0% | +13.0% |
| 6M | +9.4% | +0.5% | +8.9% | +8.6% |
| YTD | -5.4% | +21.7% | -27.1% | -14.0% |
| 1Y | -18.8% | -2.6% | -16.2% | -18.3% |
| All | +34.0% | +69.5% | -35.5% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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