+6,875.0%
MELI vs MSI
+820.4%
+6,054.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.6% | -2.0% |
| 7D | -1.9% | -5.8% | +3.9% | +1.5% |
| 30D | +5.8% | -1.0% | +6.8% | +6.4% |
| 3M | +19.5% | +14.2% | +5.3% | +9.7% |
| 6M | +7.7% | +1.0% | +6.7% | +6.2% |
| YTD | -4.4% | +21.5% | -25.8% | -16.0% |
| 1Y | -17.9% | -2.1% | -15.8% | -18.3% |
| 3Y | +34.9% | +69.3% | -34.5% | -5.1% |
| 5Y | +1.1% | +99.3% | -98.3% | -34.3% |
| 10Y | +955.8% | +595.0% | +360.8% | +222.6% |
| All | +6,875.0% | +820.4% | +6,054.6% | +1,624.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling