+3.2%
MELI vs MSI
+100.4%
-97.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +0.9% |
| 7D | -4.3% | -1.8% | -2.5% | -2.9% |
| 30D | -1.7% | -0.6% | -1.1% | -1.3% |
| 3M | +20.0% | +13.0% | +7.0% | +8.0% |
| 6M | +9.4% | +0.5% | +8.9% | +7.9% |
| YTD | -5.4% | +21.7% | -27.1% | -21.0% |
| 1Y | -18.8% | -2.6% | -16.2% | -18.6% |
| 3Y | +33.5% | +69.7% | -36.2% | -28.2% |
| 5Y | +3.2% | +102.8% | -99.6% | -59.1% |
| All | +3.2% | +100.4% | -97.3% | -59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling