-9.8%
MELI vs MSTU
-87.7%
+77.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.6% | -4.0% | -0.6% |
| 7D | -4.1% | -16.6% | +12.5% | -3.2% |
| 30D | +3.8% | +69.7% | -65.9% | 0.0% |
| 3M | +17.8% | -7.5% | +25.3% | +16.2% |
| 6M | +7.4% | -43.1% | +50.6% | +7.1% |
| YTD | -5.8% | -63.0% | +57.2% | -5.3% |
| 1Y | -18.9% | -93.8% | +74.9% | -9.8% |
| All | -9.8% | -87.7% | +77.9% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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