-9.3%
MELI vs MSTZ
-99.1%
+89.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.6% | -5.0% | +1.9% |
| 7D | -4.3% | +24.8% | -29.1% | -3.2% |
| 30D | -1.7% | -59.2% | +57.5% | -5.1% |
| 3M | +20.0% | -56.9% | +76.9% | +17.5% |
| 6M | +9.4% | -57.6% | +67.0% | +8.3% |
| YTD | -5.4% | -73.6% | +68.2% | -6.0% |
| 1Y | -18.8% | -15.6% | -3.3% | -12.0% |
| All | -9.3% | -99.1% | +89.8% | -12.3% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling