-9.8%
MELI vs MSTZ
-99.1%
+89.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | -0.6% |
| 7D | -4.1% | +17.0% | -21.1% | -3.3% |
| 30D | +3.8% | -61.8% | +65.6% | -0.1% |
| 3M | +17.8% | -54.6% | +72.4% | +15.7% |
| 6M | +7.4% | -59.3% | +66.7% | +6.1% |
| YTD | -5.8% | -74.6% | +68.8% | -6.7% |
| 1Y | -18.9% | -18.8% | 0.0% | -12.2% |
| All | -9.8% | -99.1% | +89.4% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling