-24.5%
MELI vs MSTZ
-63.1%
+38.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -9.6% | +14.2% | +4.3% |
| 7D | +4.0% | +0.7% | +3.3% | +4.1% |
| 30D | -6.5% | +16.6% | -23.1% | -5.7% |
| 3M | -7.9% | -74.7% | +66.8% | -10.8% |
| 6M | -4.1% | -43.9% | +39.8% | -3.6% |
| YTD | -13.6% | -84.0% | +70.4% | -12.9% |
| 1Y | -24.5% | -65.1% | +40.6% | -13.6% |
| All | -24.5% | -63.1% | +38.5% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling